curl -o / wget -O

curl --output file

curl -o file

wget --output-document file
wget -O file

Best to just always use curl, and know it uses lowercase for common arguments like normal.

It's usually already installed as well.

wget through a proxy

Edit /etc/wgetrc or ~/.wgetrc

Add these lines:

https_proxy = http://username:password@host:port/
http_proxy = http://username:password@host:port/
ftp_proxy = http://username:password@host:port/