Rackspace Cloud Files supports this. The file "test_javascript.js" was saved non-compressed. It works the other way, too (compressed->uncompressed if the client doesn't support compression):
True. Your content needs to be in Cloud Files, not on your own server. The storage and cdn services are tied together into the product. They have not been separated to allow the CDN on top of any arbitrary endpoint.
I don't see the requirement of storing the data in cloud files as a very heavy burden, but I'm not the most unbiased source on that.