Ideally you want it all to just magically work. You want people visiting your WordPress feed URL to get pushed onto your Feedburner URL, but still allow Feedburner to grab your new posts. All without setting up specific URLs for it all. Let’s set up a little redirect magic.

add_action( 'template_redirect', 'tcb_rss_feedburner_redirect' );
function tcb_rss_feedburner_redirect() {
  global $feed;

  // Confgirable settings.
  $REDIRECT_COMMENTS = false;
  $feedburner_url    = 'http://feeds.feedburner.com/tcbarrett';

  // Have we matched redirect criteria?
  $do_redirect = false;

  // Only redirect if a feed list is being requested.
  if( is_feed() && !is_single() ) :
    // Allow feedburner user agent...
    if( preg_match( '/feedburner/i', $_SERVER['HTTP_USER_AGENT'] ) )
      return;

    // Optionally redirect comments too (uncommon)
    if( preg_match( '/comments/', $feed ) ) :
      $do_redirect = $REDIRECT_COMMENTS;
    else :
      $do_redirect = true;
    endif;

    if( $do_redirect ) :
      wp_redirect( $feedburner_url, 302 );
      exit();
    endif;
  endif;
}