I posted my experiences with CDN in that thread.
I used replacement variables rather than change the templates, and am using SimpleCDN on a test basis for now. I've noticed the bandwidth usage drop, so I know it's working.
On our server, avatars are in /forums/images/customavatars, so they are served by the CDN thanks to my directing the entire /images directory to SimpleCDN. The difference, though, is that SimpleCDN uses a "mirror" type of delivery where, if an image is requested from the CDN, and it is not cached there, it will grab it from the server. That is why I can safely push the avatars to visitors via SimpleCDN.
I don't know if Amazon has any mechanism like that, or if you could use something like rsync with your avatar directory to an extent where new avatars would appear after a short delay. (If I did it, I would change text to tell visitors that their new avatar would be active within five minutes, and have cron run rsync every five minutes to push the files out to the CDN.) Not ideal, of course.
Just some random thoughts (from a mind that is currently half awake

).