There’s already plenty of redirect overhead in places where you don’t really think about it. For example:

• Every time you click on a search result in Google or Bing there’s an
  intermediate step via Google’s servers (or Bing’s) before you’re
  redirected to the real target site.
• Every time you click on a Feedburner RSS headline you’re also redirected before arriving at the real target.
• Every time you click on an outgoing link in Facebook, there’s an
  inbetween step via a Facebook server before you’re redirected to where
  you want to go.

And so on, and so on, and so on.

This is, of course, because Google, Facebook and other online
companies like to keep track of clicks and how their users behave.
Knowledge is a true resource for these companies. It can help them
improve their service, it can help them monetize the service more
efficiently, and in many cases the actual data itself is worth money.
Ultimately this click tracking can also be good for end users,
especially if it allows a service to improve its quality.

But… —Royal Pingdom