www.1asphost.com is an excellent site, but it's got a pretty strict system. Good for sites, bad for storing anything.
I'd go with Tripod for warehousing. You CAN direct link with a few dirty tricks.
Disclaimer: Any sarcasm in my posts will not be mentioned as that would ruin the purpose. It is assumed that the reader is intelligent enough to tell the difference between what is sarcasm and what is not.
If you are serious about games etc, I think investing in a domain name and hosting is a very good idea. I did and i've had quite a lot of business and earned around £1500 in the last 2 years off it doing freelance programming for small businesses, and it's only a side thing that hasn't been submitted to any search engines and has practically no content on. A domain name makes you look professional and says that you are serious about what you do. Besides, it hardly costs anything, I use www.hostonce.co.uk, you get 500mb of windows space, you can use asp, php etc and you get 5gb of data transfer a month. It has been down for an hour once in the last year.