There is something to be said about premium news servers.
One thing I failed to mention about "free" news servers is that they sometimes have a bandwidth cap and their retention is low, as well as their usual adamant refusal to carry binary news groups. It took me most of the night to download all of the posted games on my DSL line. Had my server capped me or retired the posts before the sun came up, I would have wasted my time and my clock cycles for nothing.
However, if you are serious about getting binary files, I can't argue strongly enough for the news groups through a premium server.. One great thing is that you can "lurk" and get files without ever having to post or (in a lot of cases) beg... It is like a cascade of bytes without the diplomatic bullshit that one would find in IRC or the FTP scene. (imho). I find that anonymity (SP, I know) is a huge benefit in tracking down files...
One downside is that you have to be patient. If you are lurking in ABEM and are waiting for the latest TOSEC flood, it may be a few days instead of having the instant gratification that IRC or FTPs can offer. Another is the retention time on your server... Which I already kinda brushed on.