I can't use external CDNs in my day-job as our clients require certain audits that I doubt the CDN would agree to, though that isn't a problem for this project.
The reason I server my own jQuery (rather than using the CDN-with-local-fallback option given in collypops' reply) even for my own personal projects is the paranoia of not wanting to trust code from an external source. OK so Google's CDN (or any of the other players) is much less likely to get hacked than my personal servers, but their CDN is also much more likely to be the target of a DNS poisoning attack. If an attacker manages to convince many people's machines to send requests for jQuery to them rather than Google via DNS poisoning then any site using jQuery could have unwanted code injected - if I serve my own jQuery file this risk is gone (unless the DNS spoofing attack targets my domain names specifically, of course, but I'm not a big enough fish for anyone to care to try that).
The reason I server my own jQuery (rather than using the CDN-with-local-fallback option given in collypops' reply) even for my own personal projects is the paranoia of not wanting to trust code from an external source. OK so Google's CDN (or any of the other players) is much less likely to get hacked than my personal servers, but their CDN is also much more likely to be the target of a DNS poisoning attack. If an attacker manages to convince many people's machines to send requests for jQuery to them rather than Google via DNS poisoning then any site using jQuery could have unwanted code injected - if I serve my own jQuery file this risk is gone (unless the DNS spoofing attack targets my domain names specifically, of course, but I'm not a big enough fish for anyone to care to try that).