Has anybody used Content Delivery Network (CDN) with Sharepoint Internet Facing Site (Publishing). If so how to use it
There is no out-of-the-box CDN configuration stuff. It's all up to you how you design and create your master pages. It's just like any other web site using CDN.
You need to do custom development if you want to push images from an Asset library or similar and copy those files to the CDN though.