I pretty much use mp4s for everything, more than likely when I download video files, they'll always save everything as mp4s by default, and they work perfectly in Premiere.
After some time, I wanted better quality episodes to work with, so I ripped the episodes from the dvds using Handbrake, the DVDs have no copyright protection whatsoever, so using DVD Decryptor beforehand wasn't necessary. It's a good thing I went with this option too since Kingrecords took down every youtube upload of the show, so not having the option isn't a big deal for me.
Of course, if you don't wish to go through the trouble of ripping them, you can simply download everything you need from KissAnime, now that they got better quality episodes. If you don't mind the wait, just right click the video and select "Save As".