title: What's the best way to download file using urllib3
body: <p>I would like to download file over <code>HTTP</code> protocol using <code>urllib3</code>.
  I have managed to do this using following code:</p>
  
  <pre><code> url = 'http://url_to_a_file'
   connection_pool = urllib3.PoolManager()
   resp = connection_pool.request('GET',url )
   f = open(filename, 'wb')
   f.write(resp.data)
   f.close()
   resp.release_conn()
  </code></pre>
  
  <p>But I was wondering what is the <strong>proper</strong> way of doing this.
  For example will it work well for big files and If no what to do to make this code more bug tolerant and scalable.</p>
  
  <p>Note. It is important to me to use <code>urllib3</code> library not <code>urllib2</code> for example, because I want my code to be thread safe.</p>