Torrents are normally the easiest way to do it nowadays. Get a program like Bit Torrent. I use something called Bit Tornado, personally. You can google these and download them for free. U Torrent is also another popular one. (the greek letter mu.)
Then you basically find a Torrent site for the Anime you want to download.
For example, Dattebayo are quite popular. So here is their site:
dattebayo fansubs, LLC
Once you go there, select a Torrent (file) you want to download. For example click "[DB] Naruto 219" and save it on your computer.
It is a small file size for now. (remember where it is saved.)
Find this file on your computer and double click it. It will open in your Torrent program you installed earlier and the Torrent will start to download. When it is complete, you will have the complete file on your computer.
Don't worry if it doesn't seem fast at first, an old Torrent normally needs some time to connect to people you can download from. These are called Seeds. The more Seeds there are, the faster your Torrent will download.
Anyway, all you need to do once you master this, is find fan subbing companies and their Torrent websites, like the one above.
Psychlo-Anime, Live-Evil, [RG], are some other well known ones and they all have different Anime to download.
Happy downloading