One very minor annoyance I had was using it with BBC iPlayer. It works, but downloads the video as many dozens of tiny parts to reassemble. Since I use ~/Desktop as my default downloads folder, I created this to keep my desktop uncluttered while it runs:

  ytdl()
  {
    mkdir /tmp/ytdl && cd /tmp/ytdl
    for item in "$@" ; do youtube-dl "$@" ; done ;
    mv /tmp/ytdl/* ~/Desktop/
    rm -rf /tmp/ytdl
    exit
  }

Now I can Ctrl + Alt + T a new Terminal window, type ytdl http://www.bbc.co.uk/iplayer/episode/... (can use multiple links) then minimise the window and move on to other things.