Since April $http service seems to support progress reporting for http requests:
1. See httpspec.js in this commit;
2. XMLHTTPRequest documentation here.

Questions:
1. Does it support redirects?
2. How authentication is supported?

Benefits:
1. Native browser service, so probably should be working faster;
2. Proxy settings picked up from system settings, so there is no need to set up environment variables before running the installer.

Drawbacks:
1. Proxy errors are not detectable It just printed out to console without providing info trough returning error parameter for callback;
2. No third party multi-threaded downloaders that would support restarting download from the position where it failed.