Yes, I use W3 Total Cache on two sites that are on RackSpace – and they have their own caching (known as MA) that I couldn’t get to work well with WP Super Cache and BP. Paul is correct that you must not enable page caching with W3 or it’ll be a mess. Now, I couldn’t get CDN to work with W3. Amazon is setup properly but the information was never pulled properly.
Hope that helps.