My usual answer to the hug-frackin-download problem is to leave the download running overnight. Though if Microsoft decide to put out an update that can fail.
There's sometimes some smart thinking on download/install utilities which handle interrupted downloads better. Maybe you can sectionalise the game so that you can set up a new character, maybe even run through a learning session, before the whole thing is downloaded. But the more you do that the closer you get to OpenSim-style continuous connection.
And then you see just how big a game space there was in Elite with the incredibly ingenious programming. But most of the modern game downloads are the graphics so that wouldn't help.