Just a quick observation…
If you run a blog (or any other) RSS feed through Feedburner, the title links in the feed point to a Feedburner proxy for the link.
If you use Google Reader, and send a post to delicious:
the Feedburner proxy link is the link that you’ll bookmark:
(Hmmmm, methinks it would be handy if Delicious gave you the option to bookmark the ‘terminal’ URI rather than a proxied or short URI? Maybe by getting Google proxied links into Delicious, Google is amassing data about social bookmarking behaviour from RSS feeds on Delicious? So how about this for a scenario: you wake up tomorrow to find the Goog has bought Delicious off Yahoo, and all your bookmarked links are suddenly rewritten in the form: http://deliproxy.google.com/~r/gamesetwatch/~3/Yci8wJb49yk/fighting_fantasy_flowcharts.php)
If you click on the link to take you through to the actual linked page, and the actual page URI, you may well get something like this:
http://www.gamesetwatch.com/2009/11/fighting_fantasy_flowcharts.php?
utm_source=feedburner&utm_medium=feed
&utm_campaign=Feed%3A+gamesetwatch+%28GameSetWatch%29
That is, a URI with Google Analytics tracking info attached automagically by Feedburner (see Google Analytics, Feedburner and Google Reader for more on this).
Here, then, are a couple of good examples of why you might not want to use (Google) Feedburner for your RSS feeds:
1) it can pollute your links, first by appending them with Google Analytics tracking codes, then by rewriting the link as a proxied link;
2) you have no idea what future ‘innovations’ the Goog will introduce to pollute your feed even further.
(Bear in mind that Google Feedburner also allows you to inject ads into a feed you have burned using AdSense for Feeds.)
OUseful.Info, the blog... 
Yes, I’ve noticed that several times recently. It applies to most aggregation services such as FriendFeed and not just delicious. I try to correct my own bookmarks to the primary source, but I wonder when someone will be smart enough to build an aggregator which resolves secondary links automatically. Sadly, it’s not going to be delicious, which is dying on it’s arse.
Aha, so FriendFeed is smart enough to resolve Feedburner URLs to the original source. Chalk one up to FriendFeed (or Death of Delicious depending on what sort of day you’re having).
As a rule I completely avoid delicious bookmarking proxied URLs; I end up wasting the time to follow the proxy link in a new tab to the real link.
I don’t know if it is possible to write a greasemonkey to replace the proxified URL with the real deal, but I’d like to see one (challenge as you’d have to follow the URL to resolve it??)