I have a small module on drupal.org. Among a few other things, my module adds support for a third-party PHP library to Drupal. Users are expected to download the module to .../libraries/ and the module provides helper functions, etc.
A few days ago I had a feature request come in. Essentially, a user is asking for a way to automagically download the PHP library to .../libraries/ for use by the module.
Before I stamp this request as denied, I was curious whether there is a decent method to do this, and if there are any existing modules that already to this (so I can look at them for inspiration).