Emphacy on "Redirect Feeds to Feedbuner Without Any Plugin"

I would recommend sticking to WordPress' methods. http://codex.wordpress.org/Using_FeedBurner

function feedburner_feed($output, $feed)
{
    if (strpos($output, 'comments'))
    {
        return $output;
    }
    return esc_url('http://feeds.feedburner.com/yourID');
}   add_action('feed_link', 'feedburner_feed', 10, 2);