Check out this cool program to download many youtube videos. You select videos one by one, or you can select a user or a channel. The program will queue up all the videos from that user or the channel and downloads in one by one without your intervention. You can see the progress as it downloads and it will give you a pop up when the download it complete.
The program also converts the videos for you to a format of your choice, whether its you IPod or Zune.
The application users a browser like interface and you can browse youtube in the program itself. Your download or download all buttons becomes active in pages that they are applicable.