I just subscribed to FeedBurner and as you will see, the "Subscribe to My Feed" now points to my feedburner address.
The cool thing with using FeedBurner is you get a lot of functionality out of the box. They have support for a number of readers and I'm sure they will add more. And even delivery thru email.
I don't get much readers (if any at all) but hey incase there will be, FeedBurner will tell me how many subscribers I have and I can even show it here via a script/html.
I haven't known FeedBurner for sometime but I just knew they were acquired by Google. Wow, google has been busy