If you're thinking "download" in the sense of downloading freeware, you're a bit misinformed. They're commercial games - you buy them.
If you want to order them through Steam, look here. Personally though, I like having an actual CD (or five, in HL2's case) of the software I purchase. If you're not confortable with online orders, I'd recommend heading to your local video game store.
And keep in mind that you run ESF on HL1, not HL2. If that's the reason you're looking for HL2, you want to be looking for HL1.
You cannot download Half-Life 2 or Counter-Strike. It would be illegal and that is called Warez. I'd order Half-Life 2 in Steam. I might be wrong but I think if you order Half-Life 2 it comes with Counter-Strike: Source. Or you can just buy the game from a local gaming store.