after reading a few articles this is what I see as major issues: Con: If FeedBurner goes bust you lose the people who are reading your feeds. Like losing your mailing list
Pro: No matter how many people get your feed and how often, they will cache and serve it. If it's a busy site and the .xml is generated on the fly it may take a toll on the server too.
I read that you can 302 your rss to your feedburner-url to remedy the con mentioned. Does this work the same as a normal 302? Redirect /my-rss [feed*****.com...] I assume on your site and on other rss aggregators you post your domainname-com url, correct?