For CCS there are 70 episodes plus two movies.
Which one first, depends on your tastes, do you like reading or just watching?
There are three seasons (or arcs if you like).
Season 1: Clow Cards (ends at Firey Card Episode, after which follows the First Movie)
Season 2: Clow Cards (all cards are captured)
Season 3: Sakura Cards (when the cards are transformed)
Then the second movie to finish it all off.
And it is best to watch it in order, Season 1, the first movie, season 2, season 3, then the second movie, so you know whats going on.
For download links check out the download topic:
http://www.capturedwings.net/forums/index.php?topic=326.0 (strange why it isn't showing on the topic list
)