I just found this out.
If you hold down the “Option (⌥)” key on your keyboard when pressing “Return” after typing a URL into the address bar, or as you click a link while browsing… Safari will download the file or page instead of navigating to it!
Neat… we've needed something like this for a while! 🌎
UPDATE: Ryan says that it also works in Camino and Firefox, too. Word up! 👍🏻