The “easiest” report is the Contact lifecycle stage funnel with contact totals and conversion rates report and then adding filters based on your needs, for example you could add a filter to that report for “Has fillted out __ form” to see that funnel specifically for who has downloaded something.
More often I find myself creating lists for this and manually doing the calculations. Fo that I use “Date became a marketing qualified lead” is known as the filters because that shows us anyone who was once an MQL. So I might create a few lists:
1) Everyone who has downloaded something
2) Everyone who has downloaded something AND “Date became a marketing qualified lead” is known
3) Everyone who has downloaded something AND “Date became a customer” is known
With those lists, I can easily calculate the precentages.
Using an integration like Supermetrics or Funnel.io can make this a lot easier but if you are working exclusively out of HubSpot, those are where I start.