The FD FeedBurner plugin still works as a means to redirect requests for the default WordPress feeds to your FeedBurner ones.
FeedBurner is worth using purely because it makes moving your blog without losing subscribers so easy. Should you wish to move from WordPress to tumblr, for example, you just update the feed address in FeedBurner and you're done. No need to tell your 26 subscribers that they'll have to update their feed to continue getting pithy insights entitled 12 Reasons You Should Try Dog Biscuits.
FeedBurner's 'subscribe by email' feature is useful too, largely because civilised people regard RSS readers as little more than online whack-a-mole, so it's handy to offer them a way to procrastinate via their inboxes instead of in a dedicated app.
The statistics for opens and overall subscribers are pretty, but largely useless unless you need to prove how popular you are to advertisers, your literary agent, or your mother.