How to properly use a CDN?

Question

Good evening everyone! Thank you for opening this post.

I currently bought myself the ProCDN from MediaTemple (basically EdgeCast) and have setup a CDN where now I go to cdn-small.DOMAIN.com (or cdn-large.DOMAIN.com) it loads the normal website just fine...

However, I'm not sure which one to use.. Would I use this for the whole complete site to optimize, or use the links to add one by one for each script/stylesheet based on file size? (e.g. All JS/CSS will have the cdn-small while anything larger such as 300kb will have the cdn-large link)

And to say, if the correct way is to load the whole site as one link (e.g. everything is linked normally like js/jquery.js instead of a full link like https://cdn-small.domain.com/js/jquery.js).. Would I set a redirect from DOMAIN.com to cdn-small.DOMAIN.com for the best loading and that they only need to type in the domain not the full sub-CDN-domain?

Apologize if this isn't making sense or anything, but trying to do my best. To put it much more simple terms again is that I'm trying to find the best way to use my cdn-small/cdn-large for my website by having the user enter in the domain (https:// or http://) normally to serve my content as fast as possible near the user.

Kindly appreciate your time for reading this and wish you all a positive weekend.

Here is my live site if it even matters or want to experiement; http://bit.ly/1eGCShX