Ben Nadel posted about using a ColdFusion custom tag to act as a proxy to invoke a CFC. The benefit of this technique is that you're able to invoke CFCs from outside the webroot without creating any server-level mappings.
There have been several solutions to invoking CFCs without using a mapping—including the component() UDF solution I've blogged in the past. The reason I think most people hesitate to use component() UDF—which allows for using relative paths—is that it uses underlying Java calls which are not supported. Now this UDF works in ColdFusion versions 6 through 8, I understand why people might be hesitant to use it.