As in the UK French law requires you to keep quite a lot of your papers. Here is a summary (please note that this is only a summary and should be viewed as a definitive list - you should do your own research for your own circumstances):
Income Tax Returns
3 years and any accompanying paperwork that might be needed to prove a point
Proof of payment - 3 years
Cheque stubs, bank statements - 10 years; Direct debits should be kept throughout their validity.
Keep all documents and correspondence - 2 years. Life inurance keep proof of payments of your policy for 4 years and if you benefit from a life insurance keep the payment details for 4 tears.
EDF-GDF - 5 years
Water - 5 years if local authority and 10 years if from a private company.
Telephone - 1 year
Chimney sweep - 1 year - keep certificat de ramonage.
Estate agent fees - 10 years
Work on property - keep ALL paperwork - 10 years
Notaire's fees - 5 years
Purchase-related taxes and expenses - 2 years
Health and Social Security
Proof of contributions payments - 5 years
Items related to contibution calculations - 3 years
Allowance payments to you - 3 years
Medical bills - 2 years
Medical results and X-rays - as long as necessary
Vaccination certificates - for life
Blood group card - for life
Your child's health card - whilst your child is a minor
Workplace injuries - keep related documents for life.
Pay slips - until retirement
Contracts of employment, letters of dismissal, receipts for severance pay, work-related sick notes, accident documents and social security payment details - 30 years or until retirement.