I want to download 10.04. I have 11.10, but it's really much slower than 10.04. So, my question is, if I download it from scratch, will my files from 11.10 still be there?
You can not downgrade Ubuntu.
If you wish to install a previous version of Ubuntu then you should do a new fresh install which will reformat your file system and hence lose all data.
So you must first backup your files. The most important to backup is probably your home directory, but you might want to backup some configuration files from the /etc/ directory.
You can backup your files to Ubuntu One cloud, a CD or a USB drive.
Yes, they will, provided you go with manual partitioning and opt against formatting the / partition. Since 8.04, the Ubiquity (the Ubuntu installer) Preserve Home feature has been implemented and working.
In this way, the /home, /root and /srv will be preserved with the rest deleted. See also this thread on the Ubuntu forums.