Yes, it is always good to load your jquery from content delivery network. It provides some benefits like :-
(1) Caching - It means that if any previously visited site by user is using jQuery from Google CDN then the cached version will be used. It will not be downloaded again.
(2) Reduces load - It reduces the load on your web server as it downloads from Google server's.
Thanks and Regards
Source: jquery by example | Asked In: Some Interviews |