Just use the mirrors, that's what they are there for.
If you do a Kanotix or a Knoppix hdinstall, there is no downloading needed (other than to get the original Kanotix/Knooix disk) but once you have the hd install you will probably want to upgrade it or add packages; this will involve some downloading.
When I was doing several pretty much identical installs (experimenting with Kanotix-Knoopix mode, debian mode, two machines...), first I made a list of packages I wanted to remove, removed them, then did apt-get upgrade which needed about 400 Meg of packages. These get stored in /var/cache/apt/archives until you remove them with apt-get clean so I just copied the packages to a backup location then copied them back into /var/cache/apt/archives for the next install so I didn't have to repeat the download each time.