Truthfully, even if it worked (not sure if it does since I've never enabled it), Rocket Loader is a terrible idea for use with XenForo.
The whole premise of Rocket Loader is that CloudFlare is going to go in and rewrite how your JavaScript works on your site because you think CloudFlare can do a better job at optimizing JavaScript in your application (XenForo) better than XenForo developers can.
It's just a really bad idea. If you want to change something with how you load JavaScript, do it yourself so you have an understanding of *what* you are doing. Don't rely on Rocket Loader to understand your application better than the application developers.
CloudFlare is great, but don't try to get it to do more than it should be doing.
On their speed optimization settings:
Polish = I wouldn't use, but probably okay (removed image meta tags from your images on the fly)
Railgun = great, but only for Business/Pro plans
Mirage = I wouldn't use. I don't want CloudFlare messing with my images. They can't optimize them better than I can.
Rocket Loader = terrible, terrible idea to enable. Optimize your stuff at the application level if you want to do it, don't expect an automated process to be able to do it properly for you.
If you don't expect CloudFlare to do more than it should do, it's great.
Personally, I have all the auto-minify options enabled, use standard caching and made a few tweaks on my end so it does a better job at caching static content with XenForo (CSS, images, JavaScript, etc.) It makes static content is served to the end user from the closest CloudFlare data center to them.
The other big issue I've seen where people have problems with CloudFlare is when you are on a server or data center that tries to mitigate DDoS attacks without whitelisting CloudFlare IPs. When using CloudFlare, all traffic is going to come from a small number of IPs (all CloudFlare IPs). So a poorly configured DDoS mitigation system might see it as a DDoS attack and basically start blocking traffic from CloudFlare IPs (which makes your site unreachable to the end user).
A list of IPs to whitelist:
https://www.cloudflare.com/ips
For anti-DDoS mitigation and the ability to use their global data centers for serving static content, CloudFlare is great. Just don't expect it to do magical things like rewriting your application for you (Rocket Loader).