Hey STM
If you are using Amazon cloudfront CDN, you know they generate a rather "nasty" looking domain for you ( like "xyz4932.cloudfront.net").
On one hand, I want to use their nasty looking sudomain... but i "feel" like, people might think it's some odd looking URL = malware / adware, and might bounce off.
On other hand, CNAME-ing it = another DNS lookup, thus slower load time.... thus possibly slower load time
Has anyone ever found a correlation of increase or decrease in ROI from cname'ing your CDN?
If you have a javascript pop alert it displays the domain in most cases, so having something relevant can help pique their interest
I think in all cases using a URL, especially with the offer or company of the offer in the URL will help and not hurt your campaign 
I have RARELY seen the extra dns lookup effect performance....but I have seen a better domain name make a difference....I'd highly recommend a cname over aws...