Just noted that 'downloaded' was mentioned in the question. So clarifying that cBioPortal wont allow download of 'whole' datasets in one go. But you could query a max. of 100 genes in parallel. But it still is a very good resource.
Another resource is this - http://bioinformatics.mdanderson.org/tcgambatch/ You dont get digested results (like recurring mut./ CNA etc.) here, but you can download batch-effect corrected 'whole' datasets from here. The exclusive advantage of this resource is that you get all data types available (like methylation, rppa etc. which aren't available on cBioPortal I think) here.