do Download Packages exist?

I'm not entirely sure of your question but here goes.

If your Windows is an OEM, then it will likely have many utilities already on the setup disk and these get installed automatically when you install Windows.

With a Retail Windows CD or DVD, (depending which version of Windows), you get nothing like that except the very basic. For example, Internet Explorer comes with all Windows except in Europe where you now have a choice when setting up Windows 7 of which browser you want to install.

Everything else you have to find for yourself.

I usually save my downloaded 'setup' files and copy them to some external media. Then if ever I have to reinstall Windows I can just grab the setup files I want and install them.

Mark

You already said it yourself: "MY preferred essential utilities". That's different for everybody. So if anybody has it, it's YOU. If you didn't make your own basic download package (as Mark tells he did) it doesn't exist.
WinRAR is shareware. Shareware can be nice to have, but I never found paid software (other than the OS) to be essential. So my idea of essential clearly differs from yours, which proves my point.

Moreover, Internet Explorer and Windows Media Player are copyrighted Microsoft programs. The only place to download them is from the Microsoft-site. So nobody could legally make such a package for you.

So I'm afraid you MUST do what you don't WANT to do. How unpleasant.

Kees