Setup A Client
From The MegaTF/TeamFortress Wiki!
You can get Shark's install Here - 280MB or Spam's install Here - 180MB
Shark's has some base maps as well as most of the files included that way you should have little-to-nothing to download once you connect. Spam's is a baseline and you'll be downloading a few things once you connect to a server... especially on the co-op servers, etc.