Just a quick observation…
If you run a blog (or any other) RSS feed through Feedburner, the title links in the feed point to a Feedburner proxy for the link.
If you use Google Reader, and send a post to delicious:
the Feedburner proxy link is the link that you’ll bookmark:
(Hmmmm, methinks it would be handy if Delicious gave you the option to bookmark the ‘terminal’ URI rather than a proxied or short URI? Maybe by getting Google proxied links into Delicious, Google is amassing data about social bookmarking behaviour from RSS feeds on Delicious? So how about this for a scenario: you wake up tomorrow to find the Goog has bought Delicious off Yahoo, and all your bookmarked links are suddenly rewritten in the form: http://deliproxy.google.com/~r/gamesetwatch/~3/Yci8wJb49yk/fighting_fantasy_flowcharts.php)
If you click on the link to take you through to the actual linked page, and the actual page URI, you may well get something like this:
That is, a URI with Google Analytics tracking info attached automagically by Feedburner (see Google Analytics, Feedburner and Google Reader for more on this).
Here, then, are a couple of good examples of why you might not want to use (Google) Feedburner for your RSS feeds:
1) it can pollute your links, first by appending them with Google Analytics tracking codes, then by rewriting the link as a proxied link;
2) you have no idea what future ‘innovations’ the Goog will introduce to pollute your feed even further.
(Bear in mind that Google Feedburner also allows you to inject ads into a feed you have burned using AdSense for Feeds.)