One reason I don't use OpenDNS.com or Google DNS is that it means I might not hit the optimal CDN for me. Maybe they have improved things but last time I used it, I often ended up hitting CDN end points that were not optimal. For example, downloading MSDN content was slow. If I switched to my internet service providers DNS servers, I would hit a more optimal CDN end point that was faster. I had a similar experience with Netflix.

Note my example with MSDN took place a while ago so it might be replicable today.