I understand that any one connection (such as a non-p2p download) will use just one of the connections, but since most normal activity involves multiple connections at once, I can still in theory increase my overall bandwidth by sending some traffic over each connection.
See also the following similar questions, most of which are for windows:
Is it possible to combine two internet connections to increase performance?
How can I force certain applications to use specific network connections?
I have both cable and DSL at home. How do I put that to good use?
How can I use two Internet connections at the same time?
Here's my partial self-answer:
You can use ipfw to direct outgoing traffic. For instance, if you want udp (such as most bittorrent traffic) to use one connection while everything else uses the other, make sure the general-use connection is above in the network control panel, then type:
ipfw add fwd ip.for.bittorrent.router udp from any to any out
at the command line. (Or use WaterRoof, the ipfw gui; then you don't need the "ipfw add" part.) Note that that's the router ip (typically similar to your ip but ending in .1).
Best Answer
Bonding.
Note: works for ethernet interfaces only supporting the Link Aggregation Control Protocol. Does not work for other interfaces e.g. 3G modem via USB or DSL via Wi-Fi.
See this old, archived KB article for more information.