Yep, you shouldn't be using node to serve static files anyway. This is something a reverse proxy such as nginx should do. Node can then be used to serve either as a pure API (serving json with express is the easiest way) for a webapp or render the webpages.
I agree about the CDN, even though for us performance is not so critical we need to use a CDN (yet). I didn't know node-http-proxy but it sounds interesting I'll check it out.