If you use Google Webmaster Tools and expect to submit a feed as the source for a sitemap of your blog or website, you should use your site's original feed, and not your FeedBurner feed, for the sitemap to work properly. Here's why:
If you use our feed stats services to track feed item clickthroughs, FeedBurner rewrites your item URLs so that we can track the clicks before sending suscribers back to your website to view the original content. These links use the feedburner.com domain, of course. Sitemaps expect the original domain of the website in question to be found in the feed in order to function properly; these feedburner.com-rewritten permalinks will not work and then cause Webmaster Tools to report a sitemaps error. This error can be completely sidestepped by providing your original source feed instead. Webmaster Tools won't lack for any information or functionality as a result, and you can keep clickthrough tracking turned on in your FeedBurner feed.
One other point: if you have a site whose original feed redirects traffic to FeedBurner (for example, if you use Blogger redirection, or you use our FeedSmith plugin for WordPress), you will need to give Webmaster Tools the address of a feed that does not get redirected as a sitemap source.
For Blogger users, the following general feed URL format should always work:
http://mybloggerblog.blogspot.com/feeds/posts/default?redirect=false
For WordPress FeedSmith plugin users, use this URL format:
http://www.mywpblog.com/?feed=rss2
For all other platforms, other feed URL variations that are not redirected are what you need to provide.