Azureus is good, although I'm told it uses quite a bit of RAM. so unless you have suficient RAM your computer may be very sluggish afterwards. plus it might have trouble shutting down. [as does mine]There is also BitComet which is a good program, and it is just a little simpler to use than Azureus. I haven't tried it myself but I'm planning to soon. hope I could help.
peace.
[shouldn't this be in general support?]
[edit] I just tried BitComet and it seems to be a good program. I'd reccomend it over azureus.