Well, it's great that I don't have to swap anything. It saves my PCMCIA slot. I can download a lot of things via FTP, e.g. EAB has a great FTP server, scene.org as well. Apart from that I can connect to my OSX or Ubuntu servers and download things from there.
If you want to go oldschool you can use Telnet. IRC seems to be fun from my Amiga as well