Personally, I really like how the Steam client is informing it's user about the progress in the Downloads window.<br>You have blue bars representing the current download speed (which you can change units for) and a green line, showing disk usage. And the graph is refreshed every second<br><br>This way you always know what part the installation is working on. If you wonder why your game is not installed yet, since it's just a few hundreds of MB and you have a very beefy internet connection, you can easily see that it's currently your disk which is responsible for the installation not finishing (usually due to uncompressing data).