Figure out what workflows work for you, how fast you process files, what content you actually want, how much bandwidth and hard drive space you have, and prioritise and throttle your incoming downloads to match.
Many users get overexcited with their new ability to download 500,000 files and then do so, only discovering later that 98% of what they got was junk that they now have to wade through. It is very important that you take this slow.
