Hi NicB1,
We use Amazon CloudFront here at SEOmoz and it allows us to setup a CNAME for our CDN. So if you look at our images you will see we use a few different ones, such as cdn.seomoz.org, profile1.seomoz.org and profile2.seomoz.org. While I haven't done any studies on this, I can tell you that we have not seen a major change in image traffic in making the CDN switch a few months ago.
I'd check with your CDN people and see if you can setup a CNAME and place it on a subdomain.
Casey