I found a great Anime Direct Downloads website!

I was searching everywhere for a download of all the episodes of Haruhi Suzumiya and I found this: http://www.animea.net/series

You have to register for it to work properly and theres tons of popups, but it has practicly every anime I can think of.

EDIT: Whoops, looks like that site has hentai on it as well. I'll keep the link up, just don't go into the hentai section.

It's fine. Don't need to say that if it's not on the main page. People should have the judgement not to click on it if it blatantly says "Hentai" lol.