Where are the uploaded files (image, audio, video, etc., files)?
Images and other uploaded media are available from mirrors in addition to being served directly from Wikimedia servers. Bulk download is (as of September 2013) available from mirrors but not offered directly from Wikimedia servers. See the list of current mirrors. You should rsync from the mirror, then fill in the missing images fromupload.wikimedia.org; when downloading from upload.wikimedia.org you should throttle yourself to 1 cache miss per second (you can check headers on a response to see if was a hit or miss and then back off when you get a miss) and you shouldn't use more than one or two simultaneous HTTP connections. In any case, make sure you have an accurate user agent string with contact info (email address) so ops can contact you if there's an issue. You should be getting checksums from the mediawiki API and verifying them. The API Etiquette page contains some guidelines, although not all of them apply (for example, because upload.wikimedia.org isn't MediaWiki, there is no maxlagparameter).