CodyA

You could also set up a cookie-free domain and have your static assets accelerated by the CDN while keeping your files (which send cookies) on a separate domain.

You can still use a CDN in this case however, by default files with cookies cannot be cached on a CDN's edge servers. Some CDNs have the ability to exclude the cookie from the static file such as KeyCDN which allows you to ignore the cookie and/or strip it entirely (https://www.keycdn.com/support/pull-zone-settings/). This ensures that your file is now cacheable which is important for instance if you are using Cloudflare which adds a Set-Cookie header to domains routed through them.

I believe it's still worth it. Using a CDN will definitely help speed up the delivery of your static assets especially to those who are further away from your origin server. They're also quite simple to set up as there are many Wordpress plugins out there that allow you to simply enter your CDN url which will rewrite your current static asset URLs (e.g. CDN Enabler).

Using a pay-as-you-go CDN service would likely be the way you would want to go just so that you aren't tied down to any monthly commitment that you may not end up fully using.

I would suggest taking a look at KeyCDN (https://www.keycdn.com/) which is quite affordable.