Drush command to download AND enable a module
The following will download and enable the module:

drush en module_name -y


Edit:  The download (dl) command is not needed.  When trying to enable a module that is not downloaded yet, Drush will ask if you want to download it and then ask if you want to enable it. The -y automates the "yes" answers to these questions.

This was added in Drush 6.0.0 (#1364814 by eiriksm, jonhattan: Added Extend pm-enable to offer downloading the project for missing extensions.)