Speed Download has probably a "better" GUI, but not the better functionality. Most features of SD are half-baked and undocumented. Secure file sharing? LOL. Use a VPN or encrypted disk images (Mac OS X disk images or TrueCrypt disk images). Does not cost anything, documentation is available.
Can you support the claim that features are "half-baked and undocumented"?
Secure file sharing between Speed Download users is a niche feature, but much easier for most users than configuring a VPN or creating temporary encrypted disk images.
Many commercial apps, in general, share features with free solutions. You pay for convenience, GUI, support, additional features, etc.
You could record your screen with QuickTime rather than ScreenFlow, but you're not going to end up with the same results... You could use VirtualBox rather than Parallels, but you're missing out on a lot of features... You could write individual Automator scripts rather than using A Better Finder Rename, but it's going to take you way longer... You could use a terminal command line to play a movie on your desktop rather than My Living Desktop, but you don't get the scenes, screensaver, or other features and have to manually specify the movie to play... you could go outside and use your imagination to invent a game to play rather than playing Civ V...
In all the above examples, though, you're trading features and convenience. If none of those matter to you, or the feature set of the free alternatives is satisfactory for your needs, then certainly pass on buying apps... otherwise, this is a great way to save money on some apps (even if you don't use them all) and support the developers who make them.