Just so others know I can confirm that WP-Rocket (A Paid Plugin) does not work with s2Member. It causes many bugs and from what I can tell it holds s2Member from running until the page is loaded. This causes many errors and will only cause headaches.
After making a debug site for WP-Rockets team and letting them go at it for over 3 week they then told me that the issues were known issues within the company and that it would take them months to fix it. As of January 2017 this plug is a no go for anyone using s2Member.
I am hoping this will help someone from major headaches with their membership site.
I did buy Comet Cache and truthfully it is faster than the other cache plugins I tried. I am very happy with it and would recommend it.
I am not tied in anyway with WP Sharks but their plugins are rock solid as long as you filter what you use with them like WP-Rocket.