Feedburner offers a custom URL service which will allow for you to link to any domain/subdomain combination instead of feeds*.feedburner.com. The good news is anyone can do it. You can find the Branding settings by logging info feedburner and clicking "My Account" and then "My Brand".
Google will then offer instructions on how to do this. On a shared hosting service you can submit a support request to have the DNS entries made for you, on a dedicated/self hosted you can do it yourself. These changes have to resolve just as any other DNS, so the effects are not immediate.
Note: I just changed web hosts and it appears that the DNS entry url that Google provided changed as well. That leads me to believe that if your primary domain changes nameservers that Google would issue a new entry value.