How to find out the real download URL on download sites that use redirects

When you've started the transfer in Firefox, cancel it, and right click the download and hit "Copy download link". If you're using an older version, right click it and click on "Properties", and the link will be in the window which opens.

In Chrome - run download as normal - then go to Menu - Downloads - and you should see the direct link which was used. Or press Ctrl + J to open the window.

You can use the LiveHTTPHeaders extension to determine the actual URL of the file being downloaded. (Keep an eye on the GETs in particular.)

While I like wget too, I use another similar tool: cURL. cURL specifically has a feature to follow redirects (-L / --location), and it's also free like wget. I suggest keeping both in your toolbelt; they have some complementary features.

Here's an interesting article I came across on how to use either wget or cURL to download from a site that uses cookies for authentication. There's a mention of the cURL --location feature to follow redirects. (In fact, based on no special flag mentioned for wget, it would seem to me that wget may follow redirects implicitly..?)