diff --git a/pygmt/datasets/samples.py b/pygmt/datasets/samples.py
index f6305c65d10..7e5df0f9e56 100644
--- a/pygmt/datasets/samples.py
+++ b/pygmt/datasets/samples.py
@@ -23,7 +23,7 @@ def _load_japan_quakes() -> pd.DataFrame:
         The data table. The column names are "year", "month", "day", "latitude",
         "longitude", "depth_km", and "magnitude" of the earthquakes.
     """
-    fname = which("@tut_quakes.ngdc", download="c")
+    fname = which("@tut_quakes.ngdc", download="cache")
     return pd.read_csv(
         fname,
         header=1,
@@ -49,7 +49,7 @@ def _load_ocean_ridge_points() -> pd.DataFrame:
     data
         The data table. The column names are "longitude" and "latitude".
     """
-    fname = which("@ridge.txt", download="c")
+    fname = which("@ridge.txt", download="cache")
     return pd.read_csv(
         fname,
         sep=r"\s+",
@@ -68,7 +68,7 @@ def _load_baja_california_bathymetry() -> pd.DataFrame:
     data
         The data table. The column names are "longitude", "latitude", and "bathymetry".
     """
-    fname = which("@tut_ship.xyz", download="c")
+    fname = which("@tut_ship.xyz", download="cache")
     return pd.read_csv(
         fname, sep="\t", header=None, names=["longitude", "latitude", "bathymetry"]
     )
@@ -83,7 +83,7 @@ def _load_usgs_quakes() -> pd.DataFrame:
     data
         The data table. Use ``print(data.describe())`` to see the available columns.
     """
-    fname = which("@usgs_quakes_22.txt", download="c")
+    fname = which("@usgs_quakes_22.txt", download="cache")
     return pd.read_csv(fname)
 
 
@@ -97,7 +97,7 @@ def _load_fractures_compilation() -> pd.DataFrame:
     data
         The data table. The column names are "length" and "azimuth" of the fractures.
     """
-    fname = which("@fractures_06.txt", download="c")
+    fname = which("@fractures_06.txt", download="cache")
     data = pd.read_csv(fname, header=None, sep=r"\s+", names=["azimuth", "length"])
     return data[["length", "azimuth"]]
 
@@ -116,7 +116,7 @@ def _load_hotspots() -> pd.DataFrame:
         The data table. The column names are "longitude", "latitude", "symbol_size", and
         "place_name".
     """
-    fname = which("@hotspots.txt", download="c")
+    fname = which("@hotspots.txt", download="cache")
     return pd.read_csv(
         fname,
         sep="\t",
@@ -137,7 +137,7 @@ def _load_mars_shape() -> pd.DataFrame:
     data
         The data table. The column names are "longitude", "latitude", and "radius_m".
     """
-    fname = which("@mars370d.txt", download="c")
+    fname = which("@mars370d.txt", download="cache")
     return pd.read_csv(
         fname, sep="\t", header=None, names=["longitude", "latitude", "radius_m"]
     )
@@ -153,7 +153,7 @@ def _load_rock_sample_compositions() -> pd.DataFrame:
         The data table. The column names are "limestone", "water", "air", and
         "permittivity".
     """
-    fname = which("@ternary.txt", download="c")
+    fname = which("@ternary.txt", download="cache")
     return pd.read_csv(
         fname,
         sep=r"\s+",
@@ -173,7 +173,7 @@ def _load_notre_dame_topography() -> pd.DataFrame:
     data
         The data table. The column names are "x", "y", and "z".
     """
-    fname = which("@Table_5_11.txt", download="c")
+    fname = which("@Table_5_11.txt", download="cache")
     return pd.read_csv(fname, sep=r"\s+", header=None, names=["x", "y", "z"])
 
 
@@ -186,7 +186,7 @@ def _load_maunaloa_co2() -> pd.DataFrame:
     data
         The data table. The column names are "date" and "co2_ppm".
     """
-    fname = which("@MaunaLoa_CO2.txt", download="c")
+    fname = which("@MaunaLoa_CO2.txt", download="cache")
     return pd.read_csv(
         fname, header=None, skiprows=1, sep=r"\s+", names=["date", "co2_ppm"]
     )
@@ -202,7 +202,7 @@ def _load_earth_relief_holes() -> xr.DataArray:
         The Earth relief grid. Coordinates are latitude and longitude in degrees. Relief
         is in meters.
     """
-    fname = which("@earth_relief_20m_holes.grd", download="c")
+    fname = which("@earth_relief_20m_holes.grd", download="cache")
     return xr.load_dataarray(fname, engine="gmt", raster_kind="grid")
 
 
diff --git a/pygmt/helpers/caching.py b/pygmt/helpers/caching.py
index 6dc52e2fff8..4acce7143a2 100644
--- a/pygmt/helpers/caching.py
+++ b/pygmt/helpers/caching.py
@@ -134,4 +134,4 @@ def cache_data() -> None:
         "@tut_ship.xyz",
         "@usgs_quakes_22.txt",
     ]
-    which(fname=datasets, download="a")
+    which(fname=datasets, download="auto")
diff --git a/pygmt/src/which.py b/pygmt/src/which.py
index 1b96ac6c61f..3dc884dd2e0 100644
--- a/pygmt/src/which.py
+++ b/pygmt/src/which.py
@@ -6,56 +6,63 @@
 from typing import Literal
 
 from pygmt._typing import PathLike
-from pygmt.alias import AliasSystem
+from pygmt.alias import Alias, AliasSystem
 from pygmt.clib import Session
-from pygmt.helpers import build_arg_list, fmt_docstring, is_nonstr_iter, use_alias
+from pygmt.helpers import build_arg_list, fmt_docstring, is_nonstr_iter
 
 
 @fmt_docstring
-@use_alias(G="download")
 def which(
     fname: PathLike | Sequence[PathLike],
+    download: Literal["auto", "cache", "local", "user"] | bool = False,
     verbose: Literal["quiet", "error", "warning", "timing", "info", "compat", "debug"]
     | bool = False,
     **kwargs,
 ) -> str | list[str]:
-    r"""
+    """
     Find full path to specified files.
 
-    Reports the full paths to the files given through ``fname``. We look
-    for the file in (1) the current directory, (2) in $GMT_USERDIR (if
-    defined), (3) in $GMT_DATADIR (if defined), or (4) in $GMT_CACHEDIR
-    (if defined).
+    Reports the full paths to the files given through ``fname``. It looks for the file
+    in (1) the current directory, (2) in $GMT_USERDIR (if defined), (3) in $GMT_DATADIR
+    (if defined), or (4) in $GMT_CACHEDIR (if defined).
 
-    ``fname`` can also be a downloadable file (either a complete URL, an
-    @file for downloading from the GMT data server, or any of the remote
-    datasets at https://www.pygmt.org/latest/api/index.html#datasets).
-    In these cases, use the ``download`` parameter to set the desired
-    behavior. If ``download`` is not used (or ``False``), the file will
-    not be found.
+    ``fname`` can also be a downloadable file (either a complete URL, an @file for
+    downloading from the GMT data server, or any of the
+    `GMT remote datasets <https://www.generic-mapping-tools.org/remote-datasets/>`__.
+    In these cases, use the ``download`` parameter to set the desired behavior. If
+    ``download`` is not used (or ``False``), the file will not be found.
 
     Full GMT docs at :gmt-docs:`gmtwhich.html`.
 
-    $aliases
+    **Aliases:**
+
+    .. hlist::
+       :columns: 3
+
+       - G = download
        - V = verbose
 
     Parameters
     ----------
-    fname : str or list
-        One or more file names of any data type (grids, tables, etc.).
-    download : bool or str
-        [**a**\|\ **c**\|\ **l**\|\ **u**].
-        If the ``fname`` argument is a downloadable file (either a complete
-        URL, an @file for downloading from the GMT data server, or any of
-        the remote datasets at
-        https://www.pygmt.org/latest/api/index.html#datasets)
-        we will try to download the file if it is not found in your local
-        data or cache directories. If set to ``True`` or **l** is passed
-        the file is downloaded to the current directory. Use **a** to place
-        files in the appropriate folder under the user directory (this is
-        where GMT normally places downloaded files), **c** to place it in
-        the user cache directory, or **u** for the user data directory
-        instead (i.e., ignoring any subdirectory structure).
+    fname
+        One or more file names to find the full path.
+    download
+        Try to download the file if it is not found in your local data or cache
+        directories and the file is downloadable. Here, downloadable files include:
+
+        - a file specified by a complete URL
+        - a GMT remote file on the GMT data server, specified with a leading ``@``.
+        - any of the `GMT remote datasets <https://www.generic-mapping-tools.org/remote-datasets/>`__
+
+        Valid values are:
+
+        - ``False``: Do not download the file.
+        - ``True`` or ``"local"``: Download the file to the current directory.
+        - ``"cache"``: Download the file to the user cache directory.
+        - ``"user"``: Download the file to the user data directory but ignore any
+          subdirectory structure.
+        - ``"auto"``: Download the file to appropriate folder under the user directory
+          (this is where GMT normally places downloaded files).
     $verbose
 
     Returns
@@ -68,7 +75,13 @@ def which(
     FileNotFoundError
         If the file is not found.
     """
-    aliasdict = AliasSystem().add_common(
+    aliasdict = AliasSystem(
+        G=Alias(
+            download,
+            name="download",
+            mapping={"auto": "a", "cache": "c", "local": "l", "user": "u"},
+        )
+    ).add_common(
         V=verbose,
     )
     aliasdict.merge(kwargs)
diff --git a/pygmt/tests/test_datatypes_dataset.py b/pygmt/tests/test_datatypes_dataset.py
index 1d217e794a4..f170e22d7bf 100644
--- a/pygmt/tests/test_datatypes_dataset.py
+++ b/pygmt/tests/test_datatypes_dataset.py
@@ -160,7 +160,7 @@ def test_dataset_to_strings_with_none_values():
     # Catch the FileNotFoundError exception so that we can focus on the bug.
     tiles = ["@N30E060.earth_age_01m_g.nc", "@N30E090.earth_age_01m_g.nc"]
     try:
-        paths = which(fname=tiles, download="a")
+        paths = which(fname=tiles, download="auto")
         assert len(paths) == 2
 
         # 'paths' may contain an empty string or not, depending on if tiles are cached.
@@ -170,7 +170,7 @@ def test_dataset_to_strings_with_none_values():
                 Path(path).unlink()
             with pytest.warns(expected_warning=RuntimeWarning) as record:  # noqa: PT031
                 try:
-                    paths = which(fname=tiles, download="a")
+                    paths = which(fname=tiles, download="auto")
                     assert len(record) == 1
                     assert len(paths) == 2
                     assert "" in paths
diff --git a/pygmt/tests/test_geopandas.py b/pygmt/tests/test_geopandas.py
index 3fd97579fa8..5202b2804f9 100644
--- a/pygmt/tests/test_geopandas.py
+++ b/pygmt/tests/test_geopandas.py
@@ -52,7 +52,7 @@ def fixture_gdf_ridge():
     # Read shapefile into a geopandas.GeoDataFrame
     shapefile = which(
         fname=["@RidgeTest.shp", "@RidgeTest.shx", "@RidgeTest.dbf", "@RidgeTest.prj"],
-        download="c",
+        download="cache",
     )
     gdf = geopandas.read_file(shapefile[0])
     # Reproject the geometry
diff --git a/pygmt/tests/test_plot.py b/pygmt/tests/test_plot.py
index 20da1814cac..abfa69064eb 100644
--- a/pygmt/tests/test_plot.py
+++ b/pygmt/tests/test_plot.py
@@ -553,7 +553,7 @@ def test_plot_shapefile():
     See https://github.com/GenericMappingTools/pygmt/issues/1616.
     """
     datasets = ["@RidgeTest" + suffix for suffix in [".shp", ".shx", ".dbf", ".prj"]]
-    which(fname=datasets, download="a")
+    which(fname=datasets, download="auto")
     fig = Figure()
     fig.plot(data="@RidgeTest.shp", pen="1p", frame=True)
     return fig
diff --git a/pygmt/tests/test_surface.py b/pygmt/tests/test_surface.py
index a468a1e4c2b..9f25b8532cb 100644
--- a/pygmt/tests/test_surface.py
+++ b/pygmt/tests/test_surface.py
@@ -18,7 +18,7 @@ def fixture_data():
     """
     Load Table 5.11 in Davis: Statistics and Data Analysis in Geology.
     """
-    fname = which("@Table_5_11_mean.xyz", download="c")
+    fname = which("@Table_5_11_mean.xyz", download="cache")
     return pd.read_csv(
         fname, sep=r"\s+", header=None, names=["x", "y", "z"], skiprows=1
     )
diff --git a/pygmt/tests/test_triangulate.py b/pygmt/tests/test_triangulate.py
index e4f19e03c92..114ebc31417 100644
--- a/pygmt/tests/test_triangulate.py
+++ b/pygmt/tests/test_triangulate.py
@@ -19,7 +19,7 @@ def fixture_dataframe():
     """
     Load the table data from the sample bathymetry dataset.
     """
-    fname = which("@Table_5_11_mean.xyz", download="c")
+    fname = which("@Table_5_11_mean.xyz", download="cache")
     return pd.read_csv(
         fname, sep=r"\s+", header=None, names=["x", "y", "z"], skiprows=1
     )[:10]
diff --git a/pygmt/tests/test_which.py b/pygmt/tests/test_which.py
index 0bc453bc118..fd07b32b94b 100644
--- a/pygmt/tests/test_which.py
+++ b/pygmt/tests/test_which.py
@@ -18,7 +18,7 @@ def test_which():
     Make sure `which` returns file paths for @files correctly without errors.
     """
     for fname in ["tut_quakes.ngdc", "tut_bathy.nc"]:
-        cached_file = which(fname=f"@{fname}", download="c")
+        cached_file = which(fname=f"@{fname}", download="cache")
         assert Path(cached_file).exists()
         assert Path(cached_file).name == fname
 
@@ -29,7 +29,7 @@ def test_which_multiple():
     Make sure `which` returns file paths for multiple @files correctly.
     """
     filenames = ["ridge.txt", "tut_ship.xyz"]
-    cached_files = which([f"@{fname}" for fname in filenames], download="c")
+    cached_files = which([f"@{fname}" for fname in filenames], download="cache")
     for cached_file in cached_files:
         assert Path(cached_file).exists()
         assert Path(cached_file).name in filenames
@@ -68,7 +68,7 @@ def test_which_nonascii_path(monkeypatch):
             # Start a new session
             begin()
             # GMT should download the remote file under the new home directory.
-            fname = which(fname="@static_earth_relief.nc", download="c")
+            fname = which(fname="@static_earth_relief.nc", download="cache")
             assert fname.startswith(fakehome)
             assert fname.endswith("static_earth_relief.nc")
             end()
diff --git a/pygmt/tests/test_xarray_accessor.py b/pygmt/tests/test_xarray_accessor.py
index 6814245856e..d64de9e0689 100644
--- a/pygmt/tests/test_xarray_accessor.py
+++ b/pygmt/tests/test_xarray_accessor.py
@@ -122,7 +122,7 @@ def test_xarray_accessor_sliced_datacube():
     try:
         fname = which(
             "https://github.com/pydata/xarray-data/raw/master/eraint_uvz.nc",
-            download="u",
+            download="user",
         )
         with xr.open_dataset(fname, engine="netcdf4") as dataset:
             grid = dataset.sel(level=500, month=1, drop=True).z