You aren't downloading jquery for every site that needs it, so long as they are using the same CDN and the same version of jquery. I wonder what the hit rate really is...
I tried finding reliable data for cache hit/miss rates for popular CDNs but was unsuccessful. Is there a site out there tracking this that designers could refer to? It would be good to know if simply concatenating all your CSS (for example, or JS) into one file and serving it from Cloudfront would beat scattering it across several providers and hoping the majority of visitors had cached copies. I suspect the single file would perform better but I have no reliable data to support this.