Automatically downloading libraries for a module
You can use drush make to do this, but that will only work if the person downloading the module is using drush make.

In your modulename.make file:

libraries[foolib][download][type] = "get"
libraries[foolib][download][url] = "http://path.to/file/or/tarball.gz


This is only advisable if you are grabbing libraries. Adding dependent modules here currently can cause version conflicts (although many modules supply this info via a modulename.make.example file).