I have just come across a new theme that I plan on using for my new blog. (I am thinking about switching domains, that should be an adventure.) This theme is called Unnamed by iqwolf. It has an option to enable a feedburner feed. I thought that this was very slick.
However, there is one slight problem with his implementation. It only “captures” the feed that you burn in feedburner. So, if you pick your RSS 2.0 feed to burn, it is the only one that gets redirected to feedburner. If someone comes along with an atom reader, they will still get the WordPress feed and you will not see that traffic in feedburner.