Out of the box, Paid Memberships Pro will give you many options to lock down your WordPress posts and pages. PMPro also comes bundled with a script to lock down media and file attachments uploaded to protected posts; you just need to add a line to your .htaccess file to direct traffic to those files to the bundled script.
http://www.paidmembershipspro.com/locking-down-protecting-files-with-pmpro/
You can also lock down non-WordPress files and entire directories of files using Paid Memberships Pro. The basic method is the same: (1) add a mod_rewrite rule to your .htaccess file to direct traffic to the directory and file to a special script, and (2) run a script to check for membership before serving the file.
We also have an addon called User Pages that can be setup to create a unique page for each new user that only admins and that user have access to. You can use this to share protected (assuming you also do the customizations at the URL Pete shared) content with specific members.
http://www.paidmembershipspro.com/add-ons/plus-add-ons/pmpro-user-pages/
