Go the CDN route. It is often cheaper and to create the same speed presence across multiple countries is very costly.

That being said if you have an extreme budget and the need (if you run a very large website/application) then by all means go the route of creating your own presence across multiple countries.

As a personal recommendation, I always use MaxCDN. It is low cost and has great performance.

Here is their network coverage: https://www.maxcdn.com/network/

If you search "MaxCDN coupon" on Google you get a link that takes 25% off the prices you see on the site.