I've tested my sites over and over again. Been a bit obsessed with performance. I can tell you that in my case, like Matt said, I am getting faster performance than ever before with Nginx via Centminmod and KeyCDN (and http/2, PHP7, Memcached, etc).
I wouldn't mind paying for LiteSpeed Webserver if it gave me better results, but it did not. My start render times (based on Webpagetest.org) actually seemed faster with Apache + mod_pagespeed than with LSWS. This fellow found something similar:
https://www.litespeedtech.com/support/forum/threads/performance.1101/
With all of these things, YMMV. I've no doubt that LSWS is faster than Apache and/or Nginx for some people depending on their needs, server specs, etc.
I've had mixed results with CloudFlare. It definitely sped up my site when I was using the XenForo image proxy. Not sure why. But I'm not using it now, and my sites have never been faster. I never tried Railgun. Wasn't an option on the "Pro" plan.
Not sure why you'd want to use both CloudFlare and another CDN. Not for speed at least. Possibly for some of the CloudFlare security features, but I was getting false positives with those and decided to turn them off anyway.