[philip1209]

Cloudfront doesn't offer some services that I find necessary, such as nested directory indices (e.g. example.com/folder/ instead of example.com/folder/index.html) and it doesn't return a 404 header on missing pages. I just emailed MaxCDN to see if they provide these.

[Icer5k]

Cloudfront as a CDN supports directory indexes and 404s, it's just S3 that doesn't. If you point a CF distribution at your own server with directory indexes enabled, CF will send those through to the user.

[zwily]

S3 supports both of those, via its "bucket as a website" feature.