I've been trialing a number of Newsgroups clients over the past few days and Newsbin is the clear winner.
It is a "one-stop shop" for news groups so it doesn't require you to download two appications to get a file. Has an easy interface to work with and only has a small one off fee, with lifetime updates.
I think it's the best out there. If some of you have other resons for recommending something else I'd like to hear it before I sign up to Newsbin on Tuesday.