Obviously Google's CDN is what you want to use, as it is another link into the google matrix that helps your page ranks.
Google CDN Dev Guide
Here is a link to add the latest v1.x.x version of jQuery to your page hosted by Google-
There are alternatives though, you can you CDN libraries hosted by Microsoft-
Microsoft Hosted CDN's
And there is the new kid on the block,
I'll add more links as I find them.