Here is a new web apps from Digital Inspiration [ctrlq.org/save] This apps will surely help you to save web files to cloud storage directly. You can save your wanted files to any cloud storage like Dropbox, Google Drive, Skydrive, etc., For using this method you don’t need to install any plugins or extension in your browser.
For doing this you need to paste the URL of any file you want to download and click on a storage service you are using. Now you can see your web file in your cloud storage. It’s is so fast! The main advantage is this app works on all mobile devices and one disadvantage is it will not works as a proxy.