Ha ha ha. I remember a few years ago when everyone was in love in Feedburner, blissfully ignoring the fact that they were choosing to give their users a RSS (or Atom) URL which wasn't in their own domain name space which they control.
You can give users a proper RSS/ATOM URL in your domain space and still use Feedburner -- redirect "mysite.com/feed" to your Feedburner URL. People started doing this years ago as a hedge against this exact situation, so that if Feedburner went down, your users' RSS clients will still point to an address under your control. For a while it was even an unofficial Feedburner recommendation. They had a blog post about it and everything. :)