On Drupal 7, I want all files to be served from a a subdomain of my site (eg. files.mydomain.com) for the simple reason that it allows a bit of flexibility going forward. So uploaded files, css and js caches, etc. would all be served from this subdomain.
The files are still located on the same server as Drupal and in a location writable by Drupal.
How can I do this?