I run a highly modified cart and have both shipping and download products. I am not using attributes or the download mod (products require registration, no need to protect the download files).
Anyway, after searching the boards here without finding an answer and then a bit of head scratching I realized a simple mod could make orders that have a zero weight (ie, all products were download only) skip the shipping page. Since I had not found this answer in my search I thought I'd post my solution for others.
NOTE: this contribution will cause orders in which all products have no weight to SKIP THE SHIPPING PAGE. This is intentional; it's the goal and only purpose of this contribution :)
Possible uses for this contribution are for download product, a donation website, or any other sales where there is nothing to ship and so no shipping information is required. This removes a step in the checkout process for these customers, which is always a good thing.