Try to avoid sites located on another continent or across a significant body of water. Remember the existence of UK sites mirroring American sites. Having found a site with the software you want, it is not always clear what files to download. Use this web site to find out what files to download, then return to the mirror ftp site to perform the actual transfer. Where possible, connect during a machine's non-prime time, generally between 1900 and 0600 hours local time.
Some sites actually lock out anonymous ftp access during their prime time.
Try to avoid the most heavily trafficked servers. Experience will soon show you which ones are best avoided. In the event of a login failure due to too many anonymous users being logged in already, it is best to wait for a while before trying again. Try to log on for a limited time. Some archive sites display several lines of explanatory text after login, to help to direct users through their archive.