I would like to have one single media library that is shared by all blogs.
THAT you will not get by having them all dumped in one folder. All you'll get is ... the files in one folder.
You could try Dean's FCK Editor but a quick google for 'wpmu shared media library' comes up empty.
Why do you want them to share a folder, from an admin point of view?
Anyway:
Upload Path - The PATH to where your files are located on the server. Default is /wp-content/blogs.dir/#/files/
Upload Url Path - The URL where your files are called from. Default is http://domain.com/files
Fileupload Url - The URL where your files are called from. Default is http://domain.com/files
One of the two last ones is deprecated, but basically if they match, you're golden.
Now again, to warn you, WordPress Multisite does a LOT of redirecting with regards to images. You point to them at http://domain.com/files/YYYY/MM/image.jpg which passes that to http://domain.com/wp-includes/ms-files.php?file=/YYYY/MM/image.jpg which passes THAT to http://domain.com/wp-content/blogs.dir/#/files/YYYY/MM/image.jpg
So you see there's a LOT going on in there, and if you change it around, you can shoot yourself in the foot.
Even if you changed every site's Upload Path to /wp-content/files (which I strongly recommend over /files/ for many reasons), you will not get all the images showing up in your media libraries for all sites. Just doesn't work like that :/
Now, that said, a shared media library would be pretty cool. But no one's made it yet :/