This is probably a "no-duh" to some people, but I had not known this. When you upload something to the CDN, you get a url that looks like this:
http://cdn.mycompany.com/images/someimage.jpg
Which is all fine and good. Django's MEDIA_URL is usually suffixed with a closing slash, meaning that if you're in the habit of typing something like %(foo)s/images/someimage in a standard python template, you're going to end up with:
http://cdn.mycompany.com//images/someimage.jpg
And the CDN throws a wobbly. Most djangoites know to write the template as {{ MEDIA_URL }}images/someimage.jpg apparently. I need to build that habit. Apache is forgiving. Amazon is not.