After investing a little bit of time getting to know it, GrabIt is a good choice. Plus it is free.
GrabIt (freeware) from http://www.shemes.com/ may take some time to get used to, but after fiddling around with it for about an hour you should understand it well.
If you want a newsreader primarily to download binaries from newsgroups, you will be downloading massive amounts of data, some of which you might not use. This is where GrabIt is so handy. GrabIt allows you to preview articles and informs you about which messages and binaries are complete or not. This saves you from wasting time and bandwidth downloading incomplete items.
The downloading process is also handy because GrabIt presents them in a batch window. You can increase or decrease the priority of a specific download, pause all your downloads, or have your device automatically shut down after the batch is complete.