A lot of weblogs and similar sites use feedburner.com to generate custom RSS feeds. This gives a lot of flexibility, but it has a hidden disadvantage: your feeds will not be accessible from many business, government or library networks that use filtering software.
The filtering companies will generally blacklist an entire domain based on the contents of a single page. So if they get one complaint that a single feedburner customer has posted pr0n or other not-suitable-for-work content, then everything from feedburner.com will be blocked. Users may be able to evade this by using bloglines.com or other web-based feed readers, but the links back to the original articles will still be blocked since feedburner.com inserts itself into all the links that it generates.
Before using feedburner, consider whether the feed-generating tools included with your blogging software will suit your needs.
(Similar problems exist with free hosting sites that put everyone under the same domain name.)