I use photobucket for pictures and box.net for other files. Box.net is good, free, and the only downside is you can't really hotlink. They give you a link and when people click it they go to a screen that says it was hosted by box.net, and then it downloads from there. Not big, but might be annoying.
Box.net also gives you quite a lot of space (I think...) so its good for that.