I have not used Prolexic so I can not provide a comparative analysis. All I can say is Spamhaus just had the largest DDOS attack in the history of the internet and survived with CloudFlare. Based on what I'm seeing so far this DDOS on Mt Gox is no where near that scale.
I have no idea how Prolexic does DDOS mitigation. What I do know is CloudFlare uses anycast to spread your site all over the world. You would have to DDOS a whole lot of locations in order to affect a site. Maybe someone familiar with Prolexic's methodologies can chime in.
You can't cache a trading engine like you can a static website.