Here's the code to download files of a certain type (in the example, I set it to find documents in the list with the .doc extension) from a document library to your hard drive.
SPWeb mySite = SPContext.Current.Web;
mySite.AllowUnsafeUpdates = true;
SPList oList = mySite.Lists[<ListName>];
SPQuery oQuery = new SPQuery();
oQuery.Query = "<Where><Eq><FieldRef Name='DocIcon'/><Value Type='Computed'>doc</Value></Eq></Where>";
SPListItemCollection listItems = oList.GetItems(oQuery);
for (int i = 0; i < listItems.Count; i++) {
SPListItem item = listItems[i];
// copy this file to the temp folder
byte[] binfile = item.File.OpenBinary();
FileStream fs = new FileStream("C:\\Temp\\" + item["Name"], FileMode.Create);
BinaryWriter bw = new BinaryWriter(fs);
bw.Write(binfile);
bw.Close();
}