This page is the various tools I find helpful for keeping local copies of streaming media.

WinPcap
http://www.winpcap.org/install/default.htm

HiDownload
http://www.hidownload.com/download-trial.htm

MiPony  (careful with installing. Watch out for extra adware) 
http://www.mipony.net
https://drive.google.com/open?id=0B-AaAvhNMtRNbXlpU2RFZ1VsSVU&authuser=0 (no Adware version)

SaveFrom.net (Supports many sites)
http://savefrom.net
http://savefrom.net/user_tools.php
https://addons.opera.com/extensions/details/savefromnet-helper
https://addons.mozilla.org/firefox/addon/savefromnet-helper

Youtube
https://addons.opera.com/extensions/details/extendtube
https://addons.opera.com/extensions/details/smartvideo-for-youtube
https://addons.mozilla.org/firefox/addon/smartvideo-for-youtube-mytube
http://sourceforge.net/projects/mpcbe/

General
http://nparashuram.com/projects.html (MediaPlus browser plugin)
https://addons.opera.com/extensions/details/redirect-bypasser/
https://addons.opera.com/extensions/details/additional-settings-vkcom/

http://www.web-gadget.com  (Mixcloud, Grooveshark, Soundcloud)

Grooveshark
http://www.scilor.com/grooveshark-downloader.html
http://www.scilor.com/java-grooveshark-downloader.html
http://www.scilor.com/grooveshark-unlocker.html

Nirsoft tools
http://www.nirsoft.net/utils/web_video_capture.html
http://www.nirsoft.net/utils/rtmp_dump_helper.html 
http://www.nirsoft.net/utils/video_cache_view.html
http://www.nirsoft.net/utils/opera_cache_view.html
http://www.nirsoft.net/utils/mozilla_cache_viewer.html
http://www.nirsoft.net/utils/web_site_sniffer.html

 

Orbit Downloader (careful with installing. Watch out for extra adware)
http://www.orbitdownloader.com