Ever get a file off the internet with a .tar.bz2 extension? Well, you can extract it in one step like this:
curl http://cf1.vuze.com/files/VuzeInstaller.tar.bz2 | tar xjv
Rather than extracting the tar first, then extracting the tar, then removing the archives. Running curl and piping it to tar in this way means you don’t need to write anything to the disk other than the extracted files, and it extracts as it goes.