We use Limelight for our CDN and use the Flowplayer for our player. The base Adobe Flash player is good as well. You just have to decide whether you want to write code in Javascript or in Actionscript.
If you are using Limelight as your CDN, make sure you get the "Media Vault" option. This is their version of "swf verification" which is how you keep people from deeplinking into your files. This allows you to verify the SWF calls are coming from your website before they will play. Without this others can link directly into your files and play them at will. Kind of defeats the whole RTMPE process if people can deeplink your files!
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