Setting up CDN for WPMU

Hello,
I am posting this question after days of searching for info. So any response would be appreciated.

I want to use a CDN for a WPMU site. The site is a simple setup:
* It has only subdirectories not subdomains. (Example.com/site1, etc.)
* It has naked domain (no www) and I think I should not change that.
*It is installed on a subfolder. ("Its own folder")

I learned that sites with naked domains need to add the root domain to the CDN provider.
I can do that.

But what happens after that?

1/ Will the CDN deliver the images and other static files to the relevant subsite without additional work around? What if I switch one of the subsites into being the main site or similar changes?

2/ Is there a CDN that allows me to customize the urls through which the images are delivered? Like, cdn.example.com or any other url specifically associated with my domain name.

3/Is there any other means by which I can maintain the current url structure of images or atleast ensure consistent urls will be used even if I change CDN provider? Perhaps, I should create a sub domain to store images.....?

I have tried hard to get answers. But didn't find nothing clear. At least not clear enough for a layman.

So it would help ...even if you give me links or search keywords in case these questions are too much or outside the scope of your service.

Thanks in advance.