On AWS CLI you can use
aws s3 sync s3://mybucket .
download: s3://mybucket/test.txt to test.txt
download: s3://mybucket/test2.txt to test2.txt
This will download all of your files. It will not delete any existing files in your current directory, and it won't change or delete any files on S3.
You can also do S3 bucket to S3 bucket, or local to S3 bucket sync.