Content Delivery Networks: Should We Complain or Encourage?

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Content Delivery Networks (CDNs) are networks of servers that store image-information (and the like) for use on sites with especially-large audience and/or storage-needs (like Facebook, survey-sites, etc.) I don't like `em, because they slow my browsing way down (adding another repetition of the 'IP finding-&-registering'-process--it seems--EVERY TIME there's a picture or piece-of-data needed from the CDN). But I understand why it's better for the sites themselves to use them---if they didn't use them, site-audience would be 'blocked' from using the site until the site's own server can get to them ... or something like that. or not. Would my browser handle CDNs faster if I somehow pre-loaded their IP-addresses into my HOSTS-file?