This plugin has done a good job in redirecting the WordPress feed url to any feed url. Instead of using the Feedburner regular url, I use the Feedburner MyBrand url which allows you to make CName that points to google.
For example, you could have domain.com/feed/ to be redirected to feeds.domain.com/domain where the subdomain feeds is a CName pointing to Google Feedburner.
Although the feeds.domain.com/domain can be used on the site as an RSS link to subscribe too, the link tag in the header of the page will still contain the domain.com/feed/ which will make it a bit not professional.
Also, subscribe plugins like AddToAny will still use the domain.com/feed/ , so maybe if an option is added to modify the link tag, or its source will result in having the modified direct feed url of feedburner feeds.domain.com/domain