Windows: Thanks to Google's drive to add more and more books to the Google Books project, including thousands of public domain volumes, you'll find quite a nice selection to choose from. Google Book Downloader helps you download them to PDF.
Let's get one thing out of the way from the start. Google Book Downloader will not let you pirate books. It will however let you download books that are flagged as full-access such as books in the public domain and books with limited-preview—although you'll only get the preview parts, not the entire book.
While using the application isn't as simple as say right clicking on a file and saving it, the difficulty level isn't high. Once you've installed the application, fire it up, and feed it some books you want to download. Although the instructions for the Add dialogue box indicate you can use ISBN numbers, we didn't have much luck with that. Since you're already searching Google Books to find the books you want, you might as well cut and paste the URL for the book at Google Books—that method never failed.
Once you've added your books they'll appear in the download queue. From there start the downloads and let it go. Occasionally as the application pulls down data you'll need to enter a captcha to keep the pipeline open, but other than that it's an unattended process. Check out the tutorial available here to get a more in-depth overview of the process and make sure you get off to the right start.
Google Book Downloader is freeware, Windows only and requires .Net Framework 3.5 SP1 or above.