The caching mirror configuration achieves nearly the same thing. In the past, people have wanted to run their own mirrors that we directed people to, but that's got reliability and security issues.
Mirrors shouldn't be a security concern, the signatures of packages should come from "headquarters", same goes for reliability, clients should be able to, and SHOULD pull from multiple sites simultaneously.
Even if package signing works perfectly, when I connect to a mirror and request a patch for foo, the mirror learns my IP address and the fact I have an as-yet-unpatched version of foo.
I could be wrong, but it seems like a nice hack to pull for say 3 mirrors at the same time at some offset into the resource using a range get for say, 16k each. The first one to complete does a pipelined request for another 16k slot and this process continues until the entire asset is downloaded. The fast mirrors would dominate, a small percentage of the bandwidth from slow mirrors would assist and truly slow mirrors would be ignored.