Asp.net 4.0 will make this support even easier by just specifying the "EnableCdn" property on the ScriptManager with the effect that the files will be retrieved automatically.
Using a CDN can significantly improve a website's end-user performance, since it enables browsers to more quickly retrieve and download content. For example, instead of having a browser request for an image traverse all the way across the Internet to your web server to download, a CDN can instead serve the request directly from a nearby "edge cache" server that might only be a single network hop away from your customer (making it return much faster – which makes your pages load quicker).
I'm generally excited about the release of Asp.net 4.0. They place a lot of weight on going into the Ajax direction which in my eyes is really important for creating more interactive and usable web applications. This will save me a lot of work...good that I didn't yet start to develop my own ajax-enabled server controls (since there were already some ideas around) :) . Unfortunately I didn't yet have the time to look into some more deep demos but I have to.