To make the choice for users as simple as possible, I recommend using only one feed link. Even I am always confused when having to choose between RSS, RSS 2.0 and Atom. Are there still readers out there that don’t understand all three different formats?
Whether it links to FeedBurner or not depends on your personal preferences. FeedBurner has advantages: it uses Google’s bandwidth, implements PubSubHubbub for notifying other readers, and has extensive statistics. Some people doubt the long-term future of FeedBurner, but I can’t imagine them stopping it without a long transition period.
Whether you use the “classic” (?feed=atom) or “pretty” (/atom/) links really should not matter: let it depend on your “Pretty Permalinks” setting.
You don’t have to create the feeds: WordPress has this functionality built-in. You can customize the output, and would do this with code that hooks into the existing actions and filters. You should also not have to write the feed links yourself: if you enable automatic-feed-links in your theme WordPress will add them in every header.