In an attempt to comply with Google's Page Speed plugin I've tried registering a separate domain to serve images but Page Speed still says the images are not served from a cookie-less domain. I've also tried a subdomain of my main site and that doesn't work either. It seems no matter where I serve images from they're never cookie-free according to Page Speed. The separate domain is only used to serve images and shows a blank page should you try and access the domain directly. I've read a lot around the web about this kind of thing but still can't get it working quite right. Any idea how to make sure the images are served cookie-less?
There's some discussions about it at the Page Speed Google group but they don't seem to know how to do it either. In fact they had never even heard of WHM and Cpanel. http://groups.google.com/group/page-speed-discuss/topics
I had some experiment with the CDN, but I got the same confusing information as you - see this post for more information if you're interested.