How can I efficiently download a large file using Go?

I'll assume you mean download via http (error checks omitted for brevity):

import ("net/http"; "io"; "os")
...
out, err := os.Create("output.txt")
defer out.Close()
...
resp, err := http.Get("http://example.com/")
defer resp.Body.Close()
...
n, err := io.Copy(out, resp.Body)

The http.Response's Body is a Reader, so you can use any functions that take a Reader, to, e.g. read a chunk at a time rather than all at once. In this specific case, io.Copy() does the gruntwork for you.

A more descriptive version of Steve M's answer.

import (
    "os"
    "net/http"
    "io"
)

func downloadFile(filepath string, url string) (err error) {

  // Create the file
  out, err := os.Create(filepath)
  if err != nil  {
    return err
  }
  defer out.Close()

  // Get the data
  resp, err := http.Get(url)
  if err != nil {
    return err
  }
  defer resp.Body.Close()

  // Check server response
  if resp.StatusCode != http.StatusOK {
    return fmt.Errorf("bad status: %s", resp.Status)
  }

  // Writer the body to file
  _, err = io.Copy(out, resp.Body)
  if err != nil  {
    return err
  }

  return nil
}

The answer selected above using io.Copy is exactly what you need, but if you are interested in additional features like resuming broken downloads, auto-naming files, checksum validation or monitoring progress of multiple downloads, checkout the grab package.