I haven't tried most of the programs mentioned here, but my experience with such programs is that they usually push adware pretty hard. For a totally ad-free experience, you can use VLC. Although usually known as a media player, it also has the ability to stream and convert videos from websites. Just choose "open network stream" from the Media menu (or Ctrl-N), paste the url of the desired video, click the arrow next to the play button and choose "convert", then choose the desired container, codec, and other options. One annoying thing, however, is that it seems to always use the .ps container by default unless you type a different extension onto the file name.
It's not as intuitive as some other programs, but in my experience it works well, no adware at all, and you probably already have the program.
ClipGrab is ad-free and does not install any other adware, only in Windows it seems to want to install a toolbar, which can be selected not to be installed.
Below are screenshots from ClipGrab in Mac OS X (it automatically pastes the copied video URL) and Windows (I do not have experience with ClipGrab and Windows, an installing every little piece of software in Windows is stupid):