The free 9xbuddy is very useful and has been fast and reliable for me for several years now. Paste in the URL of almost any streaming media that doesn’t offer an .MP3 download. 9xbuddy then ferrets among the HTML and javascript in search of the actual audio file, then gives you a simple link to download it. It’s actively maintained and supports a huge range of streaming services. Also works for video, which is useful for lecturers who want to show pre-loaded video clips and thus bypass the usual wi-fi connection hassles.