I've been working on getting RSS feeds working for a small personal project of mine. In my research to see what/how other people were doing for RSS, I noticed that a vast majority of blogs seem to be using feedburner to host their feeds. Personally, I prefer to avoid becoming dependent on third party tools as much as possible.
So far, I've got the basic locally hosted feed working, supporting the Last-Modified/If-Modified-Since headers to save on bandwidth and cut down on unnecessary database hits. But am I missing some obvious advantage that using a third-party host provides, or am just asking for trouble by hosting this myself? Or is it simply that so many people use feedburner because that's what everyone else uses?
The major pros and cons for self hosted vs feedburner implementations from those with experience would be appreciated.