def almost any programming language now a days come with a sockets class to do pure HTTP protocol calls at the very least. Most also come with HTTP classes to handle all the work such as CURL. If you are using windows, nothing will compare to the ease and flexability of Chilkat. The best investment I ever made for my company and they are extremely quick with making fixes / additions if you ask. They literally did one yesterday for me.
Language wise, if your building a scraper everyone here keeps saying PHP. Realistically, PHP is nice for ease, but you are going to be way more limited then if you use a true desktop programming language that supports threading such as .net, or if your on nix C/C++. I couldn't even imagine making a bot in PHP. Honestly the over head and speed is just pathetic. This is especially important for what you will be spidering, as if you are spidering images or videos PHP could likely even crash out if the file is 50mbs or so. Not to mention, you limited to one request per execution, so if you want to download say 50 files at once, you need to run PHP 50 different times. Making that concurrent to a common GUI is not exactly easy for a beginner.
You said whats the most valuable language and that for sure is any language which can be compiled to an actual desktop applicaiton. I am very found of the .net framework, specifically VB.net, but any language would work really. If you like Ruby or python both can be compiled now into threaded EXE's with the .net framework. Java is also an extremely popular language which has tons of examples. Obviously C/C++ will probably give you the most understanding of programming, but also a lot more work to accomplish some basic stuff.
Which ever language you pick, head on over to
Example Programs, Code Examples, Sample Code, Source Code Examples, Visual Basic, VB.NET, C#, FoxPro, C++, Delphi, Python, Perl, Java, Ruby, SQL Server, C, MFC and select it to the left, then click HTTP Class for examples for everything from a simple GET to POST to Uploading and downloading. They now even have Async calls built right in for ease of threading (Till just recently you had to build your own delegates).