I use a handy tool called Tubezilla. You can download a trial version which will function for about a week and has all features the full version has. I liked it and bought it. Can't recall the price atm but it was not that much. Around $24 IIRC.
It can download clips only as flash movies but that done, it can then convert them into mp3s or any other format you like. It can also reformat the flash movies for your cell phone
the conversion works by drag and drop and the programme itself is extremely simple. It's also small enough to not noticably slow your system down. The only disadvantage is that it downloads in real time, not faster.
(My sister has something much quicker and freeware - I'll ask her what she uses)