I'm very split on using these CDNs. I understand the advantage, but do I really want to make my site import Javascript from a third party source? Their downtime

I'm very split on using these CDNs. I understand the advantage, but do I really want to make my site import Javascript from a third party source? Their downtime becomes my downtime, their security issues become my security issues, and I've now shared my visitor's usage patterns with a third party...