What’s Up With That? Vol. 3: SEO at the FeedBurner blog answers a number of common questions people have about how search engines interact with web feeds, based in part on FeedBurner having consulted with Google and Yahoo. Among these are tips on easing duplicate content concerns.
Some people like (and others dislike) when a search engine lists both their feed and their web site in search results. One suggestion is to do a 302 "temporary" redirect, from your own feed to a FeedBurner-hosted version. This ensures that if you ever stop using the FeedBurner version, your original feed will remain seen to the search engines as the "original" one.
It’s a good tip — but a better one is to make use of FeedBurner’s MyBrand service, so that your feed always stays in your own domain. The post covers this to some degree, and my Stay Master Of Your Feed Domain post from earlier this year does a much deeper drill down.
Related to this is the idea that you can make clickthroughs from a FeedBurner URL to one of your items either a 301 "permanent" or 302 "temporary" redirect. Go with a 301, and you reduce the chances that both your feed item URL and your actual item URL will both be listed. The 301 helps the search engine understand that the feed URL is only a pointer, not an item that should be listed on its own.