Download an entire directory tree:
$ wget -r ftp://username:password@site/path/to/suck
commandsdirectorydownloadftpshelltreewget
Make sure you always specify a path free of symlinks. This can be pretty tough, though. An alternative approach is to use namei to track down symlinks:
# namei /usr/X11/bin/xterm f: /usr/X11/bin/xterm d / d usr l X11 -> X11R6 d X11R6 d bin - xterm
commandsdirectorynameipathshellsymlinkstree