Is there a method in the salesforce API that allows you to retrieve the contents of the org as a zip file? For instance MavensMate, Illuminated Cloud, and every other Salesforce IDE I have seen has a method to retrieve Apex classes, Visualforce pages, and other records from Salesforce and puts them in to their own folders in the IDE. Does this have to be done one-by-one or can I do some kind of mass retrieve?
You can download an entire org using the Salesforce Metadata API which is used by most third party tools including the ones you mention and also Gearset, the service that our team is building.
Getting the right packages.xml is a bit tricky, but most things can be fetched using wild cards.
Why are you doing a mass retrieve?