Hosting large videos and audios outside of wordpress

We are setting up a membership site that has a stack of zip files, videos and audios that are pushing the site size over 6Gb.
Getting really worried about the use of the bandwidth also for up to 1000 members to be playing and downloading these files.
What's the best, and most inexpensive place to load multiple file types; audio, video, .pdf, and zip files to embed on our site, so we don't have the actual file stored, and the bandwidth concerns?