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I'm starting to see people mention this on Twitter, so just as a reminder: please blog about your migration off Cloudflare if you do the blogging thing.
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There are other caching reverse proxy services providing a pull-based CDN matching Cloudflare's most used service. Push-based CDNs are a different approach and not everything can be migrated to them. You can simply drop Cloudflare's main service in front of any web service.
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Cloudflare is a caching reverse proxy sitting in front of your origin servers. It makes requests to the origin servers when it receives requests and then caches them primarily based on Cache-Control and legacy Expires headers. It pulls into edge nodes based on what's requested.
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The caching isn't mandatory. It can sit in front of dynamic services and will cache what it can. Most CDNs have you upload (push) content and you either link to content from your web site or you put the entire web site onto it as a static site, etc. Some services support both.
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Cloudflare started out as being a caching nginx reverse proxy as a service with a network of many edge nodes using anycast IPs to route traffic to nearest edge node, and from there to your origin server(s) for anything that wasn't cached. They diverged from nginx though.
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