Most CDNs will give you an option to either stick with their own subdomain names or use your own domain name to serve your content. In this post I will describe 4 reasons you should always try to use a custom CDN hostname if possible.
Branding & Professional Look
The most apparent reason to use a custom CDN would be the impression of your site for your visitors. A custom subdomain hostname brings trust and branding to your URLs. Users can recognize where they are going to before even clicking on an URL. Additionally serving links from a domain such as cdn.mycompany.com looks much better than from mycompany.b-cdn.net.
By default, web browsers will limit the number of simultaneous connections they will make to one hostname. This means when a user is accessing a website with many static resources, the web browser will always be waiting for those requests to finish before making new ones.
When search engines detect links back to your site they will add domain authority to the domain the link is going to. This way using a custom subdomain hostname will bring a bit of extra SEO juice to your base domain.
Scalability & Compatibility
If you at any point decide to change your system or use a different content delivery provider, using a custom hostname will allow you to leave the website code untouched. The only thing you will need to update to change the provider will be your CNAME settings for the domain name and you're done.