At the same time, I don't want to download it on their website. So I thought of hosting it on a server and just specify its URL as a source of my <script> tag.
Google hosts several open-source library which includes:
So now, here's how I include a jQuery library on my scripts.
You may also use google.load function if you want. But you have to get your own API key. So I prefer accessing it in direct path (script above).
Here's a simple slide and toggle demo, with jQuery hosted by google.
Well actually, jQuery site also provide their script.
There are many debates whether to host your jQuery on Google or not. You may also read this article and its comments.