Downloading from Internet directly to google drive
If you are using Chrome, then Google has released their own extension that can download a file directly to Google Drive: Save to Google Drive. (This worked in 2014, and it's unknown how long it will keep on working.)
More information on using this extension can be found in the article Save Web Pages to your Google Drive.
If you are not using Chrome, you could use this website to do the same: Save Web Files. However, I am not too clear about whether that website can intercept your Google Drive credentials, so I do not know if using it is secure.
What you want is available here.
Instructions to Download Web files to Google Drive Directly or any cloud storage like Dropbox, Skydrive, etc.
Head over to http://ctrlq.org/save/
Enter the download link in the input box provided.
Click on “Google drive” to start downloading the file to your Google drive storage. Alternatively you can even select from any of the other service such a Skydrive, Dropbox or Box and download the files to these services directly.
On the popup window that papers, click on “Connect to Google Drive” , after which you will be taken to a new page where you need to authorize the app to access your Google drive’s storage. Click on “Accept” to proceed further.
Finally you will see this page where you need to enter a name for the file to be downloaded and click on “Save As” to save the file to your Google Drive storage.
None of the existing answers work, as of March 2018.
However, https://savetodrive.net/ is a neat website which allows you to save files to Google Drive, Box or Dropbox from an internet URL. It's simple and free, and doesn't involve a complicated sign-up process.
Note: You must have your ad-blocker disabled in order for the website to work.