First of all, Feeds is a lifesaver.
The only thing I've noticed is that all files imported via Feeds come through with the MIME type of application/octet-stream.
In my testing I've only worked with files uploaded to the same server Drupal lives on, in the private files directory. I am using the File upload fetcher, CSV parser, and Node processor.
From what I can see, Feeds is hardcoding the application/octet-stream MIME type.
$value[$k] = new FeedsEnclosure($v, 'application/octet-stream');
I'm not sure how the correct MIME type can be detected and added. Would something similar to getMimeType() from core help?