PageSpeed Insights is not the best tool to assess the overall speed of a site on Cloudflare. Cloudflare caches your files on any one of its 170+ datacenters around the word. It will only cache a file after it’s been requested, so the first visitor in any given datacenter will have to wait CF get the file on the origin server before it will return it to the user. PageSpeed will test your site from different servers each time, and it could be hitting a different CF datacenter when you redo the test, hence always getting files that have not yet been cached by Cloudflare. Also, PSI does not let you see whether or not the files it gets where cached by CF, which makes comparison difficult. Try using other tools such as webpagespeed.org, pingdom.com or gtmetrix.com. Or you can use Chrome’s built in PageSpeed auditing tool.
Rocket Loader will speed the loading of JS and its dependent files, such as images. But it depends on your website configuration, plugins etc. I’d suggest you do a search on this Community for “wordpress” and browse some recent discussions of it.
I don’t have experience with Argo yet, but in the past few weeks have been receiving promo emails from Cloudflare a/b testing the speed of my 2 WordPress sites with/without Argo, and the speed gain seems substantial.