Q:

Download a file and pipe to multiple commands

I see a lot of installation instructions which ask you to download a file and run it straight away like this: wget https://some-site.com/some-file.sh | bash.  However I would like to pipe the file through to less first so I can see the file before piping the file to bash.  How can I do this in a one-liner? 

A:

Using vipe from moreutils.   Demo with seq 20 instead of wget. 
Run this:
seq 20 | EDITOR=less vipe | wc -l

...and less opens the pipe for viewing.   Press q to quit less, and the line count from wc -l appears:
20

Now do the same:
seq 20 | EDITOR=less vipe | wc -l

...but this time, hit Ctrl-C, then q to quit less.   Because of the Ctrl-C, wc never runs. 
Therefore this should work:
wget -qO- https://some-site.com/some-file.sh | EDITOR=less vipe | bash 

And if the code doesn't please, hit Ctrl-C.
If you want to keep the file around despite maybe not wanting to run it, try this:
wget -qO- https://some-site.com/some-file.sh | tee /tmp/some-file.sh |
EDITOR=less vipe | bash 

...and it'll work much the same, except that /tmp/some-file.sh will have the pipe contents as well. 

A:

Download the file. 
Look at it. 
Run it. 

$ curl -O https://some/url/file.sh
$ less file.sh
$ bash file.sh

That would be easiest and most robust.