Below you can find the websites where you can download the Naruto episodes in very high quality. Be sure you got the DivX codec just like the online episodes.

Dattebayo
The official site of the Naruto fan-subbing group Dattebayo.

zomgSubs
A second group which is subbing Naruto Shippuuden episodes. They also provide torrents for downloading episodes.

SaiyaMan
Great site which has Anime and Naruto RAW episodes available to download by using your favorite bittorrent client.