This was a fun Saturday afternoon project to do actually. I spawned a single c4.8xlarge (10 Gbit) instance in US-EAST-1 (next to where the Common Crawl Public Data Set lives in S3) and downloaded 10TB spread over 33k files in +/- 30 simultaneous 'curl | ungzip | grep whatever-the-common-crawl-url-prefix-was' pipelines and got a solid 5Gbit transfer speed.
The bottleneck was userland CPU, so probably the gzip processes. Took about 5 hours. Cutting of the path and piping through sort and uniq took another hour or so.
The only costs were the price/hour of running the EC2 instance. Network costs were 0 as you're only transferring data to your instance.