If your connections are not filtered or throttled (e.g. by your ISP or government) and you do not believe that you will be prosecuted by the content that you download, I can think of no reason for going through a anonymizing service. Otherwise you may benefit from one.
I believe that a paid VPN will offer better bandwidth than going through Tor, but regarding anonymity I am not sure what would be your best bet. As for alternative technologies, I cannot say.
Depending on your download content, yes, it is obvious. There are no other measures that will serve to mask your IP adequately. including those you have mentioned