@Chip Bennett - Those are interesting questions and I wonder if anyone has done that kind of research. But if you're on a shared webhost, wouldn't using a CDN whether the site is big or small be a benefit, especially since the site would be located on a server with other folks using up valuable resources?

I guess that question wouldn't be answered unless it was part of the research as to when to start looking at CDNs to alleviate bandwidth or loading issues.