I have an application that creates records in a table (rocket science, I know). Users want to associate files (.doc, .xls, .pdf, etc...) to a single record in the table.
Store the paths in the database. This keeps your database from bloating, and also allows you to separately back up the external files. You can also relocate them more easily; just move them to a new location and then UPDATE the database.
One additional thing to keep in mind: In order to use most of the filetypes you mentioned, you'll end up having to:
All that as opposed to:
I prefer the second set of steps, myself.