I have used autohotkey extensively. That said, if I wanted to do what you are describing, I wouldn't hesitate to use the built in macro recorder for iMacros. The free version can be run off of any number of user's boxes. It works on Chrome, Mozilla and IE. You might have to edit the code slightly, but it has built in functions to click, download the file and autosave it a specified location.
One convenient trick I have used to schedule it is to bookmark the iMacros macro and just use autohotkey/taskscheduler to open up Mozilla and call it (simply by sending a keystroke to the Mozilla browser launching the 'bookmarked' iMacro). As far as I know that trick only works on Mozilla however.