So many distributions, so little time. What makes downloading new distributions more difficult is the lack of high-speed connections. Even in the U.S., half of all users still primarily use telephone modems. I once tried to download the ISO files associated with an older Red Hat distribution over a telephone modem. After three days of stops and starts, the ISO I downloaded was corrupt and unusable.
For those of us without a T3 level (45 Mbps) connection to the Internet, downloads can take hours. Standard DSL connections may be barely satisfactory for some. When I had a DSL connection, it typically took three hours to download the data for a single CD. Cable modem connections are often faster; if I downloaded at an optimum time, I might be able to download the data for a CD every hour. But God help me if others in the neighborhood are downloading music or movies.
One option is to wait until your favorite distribution is available on CD from a third party such as http://www.cheapbytes.com or http://www.linuxcentral.com. They often have the most popular distributions available for purchase within a week of release. If you don't have the time or bandwidth, this is a viable option.
If you're downloading SUSE Linux on DVD in the USA, don't download all 7 GB from the SUSE servers in Germany. You're pulling traffic over routers and heavily used backbones between yourself and Germany. Data slows down when it runs into traffic. It may ...