https://github.com/abo-abo/org-download is handy for images (org-mode shows images just fine).

https://addons.mozilla.org/firefox/addon/copy-as-org-mode/ lets you copy formatted text from web pages to org-mode format

pdf's – do you mean downloading them? I mean, emacs can view pdf's, your computer can store them as files, making a clickable link to ./sicp.pdf from org-mode is just [[./sicp.pdf]] (or, while you're reading the pdf or browsing it in dired, hit your key for org-store-link and then in org-mode hit the key for org-insert-link).