However, feed stats are still a very useful thing to have and the way Feedburner works is this:
You direct your 'original' feed (meaning the feed that your blogware or host offers my default) to Feedburner. Feedburner then adds whatever bells and whistles you want to it, and gives you a new feed address that you are supposed to give out to your listeners. With this model you don't want your listeners to be subscribed to your original feed and since listeners aren't likely to switch just because you ask them too, most people feel that failure to set up Feedburner right in the beginning means that a show should never use Feedburner.
I agree with that because you take a very real chance of losing listeners and many of them will never come back. However, if you happen to be using Wordpress, then you can use the to magically redirect your 'original' feed to Feedburner to take advantage of all of Feedburner's features, and your listeners don't even have to know.