Three with Safari...in its command-option-L pane.
That combo produces no results for me in Safari 9.0. However, there is a
Finder command-option-L command, which opens a Finder window to the same Downloads folder joemikeb referred to above.
When I'm d/l'ing in Safari 9.0.3 I get a down-arrow icon in the top right corner of my window, and hitting command-option-L generates a drop-down that shows a progress bar, my x MBs of n MBs progress, and my d/l speed.
Edit: I'll guess that you didn't get any results because you weren't d/l'ing when you tried, kinda like the command showing an empty folder in Finder if you're not d/l'ing when you hit it.
Edit 2: Bad nomenclature for a change; it's not a pane, which is probably why it doesn't appear if no d/l is in progress.
