Used to use Ninite but it's done some weird installs a few times. WinDirStat was nowhere to be found in my start menu once, and 7-Zip once had no start menu entry nor desktop icon, just the files in Program Files. Nowadays I just download each installer separately which also allows me to manage what options I check in each of them.
I'm still hoping winget[1] catches on so I can just utilize that for all the tools I typically use, but it seems like it's still a ways away from being fully ready. Still making progress, though.
I use chocolatey + boxstarter these days, got a Gist that I can point it to to download everything and it’s all set up in like 20 min with no input from me.