We found it was better to host the CSS and JS on our own servers when the files were very large, e.g. if they contained multiple fonts. Eloqua's servers don't have good performance serving up large files like this, and it was slowing down landing page load times by up to 10 seconds. Support let us know that it would be more efficient to host large CSS and JS ourselves, and they were right -- the page load times dropped dramatically as soon as we moved those files onto our own servers.
Andy