Railgun is the single biggest improvement a dynamic web site can enable.
The biggest benefit is the established connection between the CloudFlare PoPs and your origin server.
The second benefit is the "compression" that is the result of each side having a shared dictionary.
But really, it's the open connection.
The things I tell my friends to use from CloudFlare:
* DNS
* Railgun
* Caching (my S3 bill is so small now)
* DDoS protection (I'm under attack!)
That's usually the order I recommend it too... Railgun is up there. After that list it tends to get more specific, about their web app and what works for them... but all of the above, just enable and use.
If you are on Chrome and install the Claire plugin then you can view Railgun information in the address bar: https://chrome.google.com/webstore/detail/claire/fgbpcgddpmj...
I'll enable it today and see how it goes.