[benjiweber]

CDNs get the content cached closer to the end user than you are likely to be yourself.

Round trip time is especially important when you're loading several assets in a single page.

CDNs also often provide higher availability than you can provide yourself

Using someone else's CDN is considerably cheaper than serving resources yourself. e.g. Using jquery from google cdn. Bandwidth costs for "small" javascript files start to add up once you have 100 million people loading it each day.