Drush
To use drush you have to be somewhere in the site directory as the siteuser (ie not root!)
Download a module
drush dl modulename
Enable a module (and download and enable all dependencies!) after download
drush en modulename
Update a specific module
drush pm-update modulename
Update everything at once
drush up
Update just the core and not the modules also (handy if you want to do it step by step!)
drush up drupal