This can easily become a bikeshedding topic, but here are some things to consider:
HTTP/2 reduces the benefit of combining files. In this case, you are probably better off not bundling libraries together with your own javascript, and you may even want to split your javascript into modules -- depending on the usage pattern across the site. This can help with caching.
CDNs cache files in locations around the world ("edge caching"), i.e. closer to the user than your own server. This reduces latency.
...however, each CDN incurs a DNS lookup, so you probably don't want lots of different files hosted by lots of different CDNs. Also consider that the more CDNs you use (or just domains in general), the more potential points of failure you have.
You probably have other static files anyway, so ideally these would be served from a CDN. In that case, why not move stuff like jQuery onto the same CDN that you use for your general files? This reduces domain dependencies and DNS lookups.
You also have to consider the cost/time/maintenance involved in these performance optimisations, versus how much benefit you're getting. With some techniques there's a good difficulty/benefit trade-off (e.g. gzip), with other not so much (e.g. critical CSS).
