Ideally to a specific folder for each client. I use Fileinvite at the moment, and this is a key feature. The documents should be easily accessible anywhere, not just via Mercury.
Syncing to my client folders in my G-Drive, this would:
1) Serve as additional back-up of client information
2) Make those documents easily available on my phone (eg if I'm out somewhere and need to check a client's payslip)
3) Allows those documents to also be synced to my computer hard-drive (yet another back up, but more importantly giving instant access without having to download from the internet).
4) I'd feel more comfortable knowing that if I ever had an issue with Connective, you don't hold all my client data.