I would suggest keeping images, documents and videos in the database. In most instances the file system is faster, however, due to Sitefinity's architecture the difference between storing these items in the database and filesystem is not noticeable. In some cases it is beneficial to keep them in the databases regarding how Sitefinity handles image processing and management as well as URL generation and updates to the media properties. This is why we have the database as the default provider and not the file system. If the file system were the noticeably better option it would be default.
All the best,
the Telerik team
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