Curious - considering that these companies pay for this content and bandwidth - are they actually offerring it up for public use, or is this just leeching off them?
The speed benefit is probably non-existant for something small like jquery - some simple far-future expires headers and proper cache management and site engineering will take care of that.
Further - including scripts from foreign sources in your pages also means you are trusting them to be secure - if that script is compromised, every site using it could be hijacked.