If the only purpose is to score better on that site analysis test, I wouldn't bother. Since you're switching in the near future to the newer protocols, it'll very much be a waste of time.
On the other hand, if you want to offload your static assets (images, javascript, etc) to a content distribution network such as CloudFlare, Amazon CloudFront, or MaxCDN, then I would recommend creating a new domain, or using a subdomain of your existing domain for that. You'll only need one domain (or subdomain) for it, since CloudFlare currently uses SPDY, and all the major CDN's will use HTTP2 in the near future. So instead of images.mydomain.com AND js.mydomain.com, you could just create static.mydomain.com. However the better alternative would be to create an entirely new domain just for the assets so it's cookieless.
Here's a
good guide for using XF with a CDN. The key parts are under the heading "How To Add Your CDN in Xenforo Settings"
We use CloudFlare with a completely separate domain than our website, and they're able to cache on average > 87% of our static data requests (javascript, etc), so our server can use its resources for generating the php pages for the visitors.