The real "fun" begins when you have CSS or javascript files that reference other files in the CDN. You have to fix them to link to the correct gzip/non-gzip version of the files.
With some perl, trial-and-error it can be made to work. There are some Amazon S3 modules in CPAN, which is a big help.
The big win for Amazon CDN is the low cost to experiment: Pay as you go. Our bill for the first 3 months of playing around with S3 and the CDN (this is just for internal testing mind you) was less than a dollar. Looking at SimpleCDN, they want a minimum of $500 for a month of service before you can even access the full dashboard.
All the other CDNs I've looked at require a phone call to a sales and marketing droid to setup an account. When all I really want is a trial account and some API docs.