Serving your Sitecore Media items, on public sites, through a Content Delivery Network (CDN) is always good. I like using Amazon CloudFront since it’s really cheap and easy to set up. For large, high volume sites, I’d look at alternatives as well. But since there is no startup cost or fixed monthly fees etc using CloudFront, I think all small and mid size Sitecore setups should leverage from it.
There are quite many tutorials out there on how to configure Sitecore for CloudFront, so I won’t get into that here. Maybe I’ll post something later..