So this tutorial isn't going to be a deep networking tutorial, or how to fix problems with your internet connection, nope. This tutorial will be aimed towards problems that can happen with the actual client itself that can cause the actual client itself to fail to download a patch or the entire game itself.
So lets look at some options we have within the settings in the client itself

So looking at the image you can see we have a few few options for when we exit or open a game through their battle.net client
First nothing to special here we see when I click X at the top of the window do this 'choose choice from drop down menu. I would recommend exit battle.net so you don't have the service always running on your PC.
The 2nd part you can see the option for When I launch a game, by default it sets it as keep the battle.net window open, I personally would choose exit battle.net completely. You will still be able to use the play button to launch the game and automatically log into your account without the need for authentication. Some people question if the game still downloads in the background if you close BNET and the answer to that question is yes.
Now just some optional things under the security tab there is an option to clear saved emails. If you are on a family computer where you are really the only person who plays the game and don't really have anyone in your household to hide anything from you don't need to clear the saved emails whenever you exit the client or game. Now keep me logged in and save email address this also will depend if you are playing wow on a system that you do not own which I think it doesn't take to much thought to rule out never leave yourself logged into a system that you do not own. If you are at home I wouldn't recommend it either, but do it at your own risk.
The 2nd tab doesn't really affect anything so lets move onto the 3rd

So this is the way I have my client configured in the Friend and chat tab
What a lot of people don't get is every little additional thing adds bandwidth like let others know when I'm typing well when you are typing the client is constantly sending a requesting saying is this user typing anything to any of his friends? I gotta keep checking and adding additional bandwidth to see if he is typing anything so his friends know he is typing.
So the next tab we see is called game install and update which is one the tabs which actually can cause your connection to lag in other apps and fail to apply updates. There are other bigger things but I don't want to spoil that right now.
So I took 2 screenshots here because it's one of the larger tabs
So lets go over the options in this first screenshot

So until about the first red arrow I don't recommend messing with anything.
But if you look under Scan for games you don't really need to scan for new games that have been installed every time you launch it. Like a good example of this being used or useful is if say you take your Program files x86 world of Warcraft directory from an old pc and just store it on a device and copy and paste it back over to the x86 folder. Now scanning for games would find that install, heck when I did that onto my new ssd it kept my old add-ons as well. But I would only recommend doing it once or once in a great while as needed.
Now games updates
You have two options
Pause updates when I launch a game
Notify me when games automatically begin updating.
Pause updates when I launch a game is a no brainier to be honest, your game still will download the core files everything but high res textures etc so basically anything that isn't really needed for you to get it up and running. But if you have it unchecked it won't play nice and it simply will try to use most of your bandwidth to download the rest of the files.
The notify thing is completely up to you, I like to know when something is updating itself in my system so yeah I leave that box checked.
Onto the 2nd screenshot of this tab.

So now lets start looking at the automatic updates.
For me personally I have a high speed internet connection and my download is about 120mbps so automatic updates don't bother me to much. But lets say you are a person with a slow DSL connection that is 1.5mbps or less and having something like and automatic update really could slow your whole network down, or even worse you have a internet provider that knocks you down to 2g speeds once you hit your cap. Well I would check the never automatically apply updates option. Now in general security updates may help patch bugs or vulnerabilities in code but since a bug in a game simply might men user X can hit you with ability x more times then intended or user x can go through this wall if standing in the correct spot. So bugs in games just make things not very fair right? not exactly a vulnerability or something that could breach security to the players of the game. But what a game like wow does since it is online it makes you update as soon as you try to launch the client if you aren't up to date on the most current patches on their going completely live date.
The apply latest updates will do just that it just won't apply future patch data which is the real bandwidth waster or out the 4 options.
The game specific settings I think is self explanatory.
Network bandwidth
With latest updates by default it will be set to 0 as you can see in the screenshot Setting maximum download rate to 0 = unlimited bandwidth while downloading current patch data. This is completely up to you for the current one. Like maybe you do something that uses a lot of your internet connections bandwidth so while you love to play wow you still would like to be able to multitask or whatever else. So this is up to you and your current ISP's limitation for speed. If your connection is lets say 30,000kbps or 60,000kbps maybe you know giving it half or a third of it for current patch data would be optimal.
Future patch data is completely up to you, In my previous section I talked about never automatically applying updates so both of these would be N/A by default if you chose that option. but applying latest updates would N/A the future patch data limit. For most people 100kbps is okay, but I really don't think future patch data is really a good thing to have running. Maybe enable, go to bed with your pc still running return to it being completed next day, swap back to your old settings.
Now that part just talked about configuring the actual client itself, but now lets talk about the number one reason why your download may be failing.
So like most people if something fails to start to download what do we do? we exit out of the client and we try again. Well by doing this you are adding more and more crap that will cause your client to pretty much crap on itself being completely confused and wait for the other processes to be completed before it can start downloading again.
So the process that causes this to happen is called ('Agent.exe *32'). So everything you exit the bnet client while it tries to download something you are basically saying here you aren't working, so here have some more crap so it takes even longer for you to recover.
So this what the process looks like,

Now depending on however many times you exited out of it that will be the amount of those processes that you will have.
Close all of the agent processes that you see and your download client should no longer be looking for something that doesn't exist to finish installing.
Other common things
Just to slow of an internet connection, give it an hour and wait and see if it gets anything
VPN or proxies Disable all of these if the download won't start
Administrative permissions on the system like the client can't open ports etc ... so the updates can pass through your firewall.
This is aimed towards the everyday user, not a super technical tutorial on fixing these issues.
If anyone wants me to create another one going into more technical detail about network issues etc with the client please PM me your suggestions.