Phil warns that the quickest way to lose your subscriber base is to delete your Feedburner account. The problem is that the vast majority of RSS subscribers will not update the RSS feed URL when advised. The bigger problem is, if you delete your Feedburner feed, it will be completed removed within 30 days.
Apparently, the feed redirection by Google works too well. You see, within those 30 days, Feedburner will seamlessly forward RSS subscribers to your default feed. This sounds like what you want right? Well, actually, no. You see, because it redirects so seamlessly, subscribers do not even realise that they need to update their feed. After 30 days, subscribers will not see your content anymore. They will simply get a message stating that they need to update their reader. Very few people will do this, therefore you will probably lose the majority of your subscribers.
So if you decide to move away from Feedburner, make sure you do not delete your feed. Keep it active so that you do not lose subscribers. More information can be found in Phil's article below.