My method is to reference a .HTML file through the CEWP. This html file has references to external .js and .css files. All seem to load fine. I've even tested directly putting script blocks into the html file (e.g. an alert in a script block within the head of the html file) and that also works just fine.
Are the articles that suggest using CEWP over SEWP out of date? Is my farm just special?
Just as a note, I'm not trying to avoid SEWP for fun. Being able to update an HTML file on the server rather than do what must be done to update a SEWP is much more convenient. SEWP update procedure = [Go to page]->[Click edit]->[Click edit snippet]->[Paste new html]->[Apply]->[Check in if necessary]. These procedures are filled with slow pauses and room for error. JS does not 'update' after inserting code, so fishy things can go wrong. JS also seems to lose scope in some cases when in page edit mode. It's also a maintenance nightmare to have a separation of code like this -- a js and css file exist, but the html is just inserted into a page.. somewhere!