I've switched back to wordpress for DNS, albeit admittedly somewhat sad.
As you were kind enough to ask, I second the need for Google Analytics, as it's much more than just basic analytics, including the ability to track by goals, use regex matching of paths, and much greater detail in terms of traffic sources.
Also, when I originally enabled cloudflare, I saw a massive drop in site latency, i.e. time to load. I realize there are a lot of moving parts in managing a massive operation like wordpress.com, and I am very grateful for what you provide.
Nonetheless, initially cloudflare let me get much better speed (4s down to 120 ms), without really bothering anyone either at cloudflare or wordpress, pretty much for free. I think this was before wordpress was doing nginx-type caching.
Even if the infrastructure was duplicated, it didn't have a performance downside for users, and also it was providing an extra layer of redundancy (more anti-fragile in the Nassim Taleb sense). So overall, it was pretty much a big win, without needing to self host, so that I could focus on creating content rather than managing infrastructure in the time I have for the blog.
Thanks again for explaining the options.