I have a workflow where we deal with attachments that are approved/rejected/etc., and the way we built our solution was to create SmartObjects that contain our attachments. Depending on your requirements you could really store your attachments just about anywhere, but you don't want to store them in your process so much as you want to point to a reference of them. In my opinion, given what you're describing, the SmartObject solution is probably the best approach.

HTH,

Lucas