Save FileField file to an external server
As far as I know, there is no other way to do this in Drupal 6 than what CDN does.

In Drupal 7, this is a completely different story, however. Drupal 7 uses stream wrappers when dealing with files and it is a) possible to implement custom stream wrappers with PHP code and b) the stream wrapper can be chosen per file/imagefield.

So if it is possible to access X with PHP (FTP, Flickr, Amazon S3, ..) then it should be possible to write a stream wrapper for it and therefore allowing Drupal to write the files to that place.

This probably doesn't help you in your situation, but maybe it will help someone else, when deciding to use Drupal 6 or 7 for a new project for example :)