My current working situation involves me at a contractors desk in a network environment I do not control. I have been having an on going problem with file downloads freezing after a couple of megabytes however ssh works just fine.
wget is not socks proxy aware so this resulted in me looking for a way to do this. I stumbled across a script that gave me exactly what I wanted.
The only major modification is the addition of the delete line at the end which can be commented out if you do not wish to remove the file from the ssh server. You may also need to tweak the ssh statement, I rely on the ssh being setup in a ssh config file so all I enter is the hostname and the config takes care of port and key files. A great guide on setting up an ssh config file is available here