How do I add a 'Subscribe to' button to my blog (wordpress hosted at my own domain)?

In have signed up to feedburner but am not sure how to add this. I want both RSS sign up and email sign up if possible.

I have seen some 'subscribe to' plugins but not sure how this links with feedburner??

If you use feedburner you can just set it up to email the rss feed that you give it. You dont need to do anything else really except copy/paste the code snippet to your blog.

You can see the feedburner email subscribe on my blog.

feed burner is the best option ...

You'll get step by step instructions from Feedburner itself.Anyway, It's the best Subscription option.

From you blog url, add a word "/feed" ,that's the feed address . The next step is you just use 'Subscribe 'as your archer test for your feed url . ,when some one click on it ,depends on the browser ,it should be added .

Just Join feedburner. Then Click "publicize" tab. There you'll find some options like Email subscriptions etc. Make us of it.

Everything is very clearly mentioned inside the feed burner.. read carefully.
It will provide your some code for feed subscription and email subscription, just put those code in your site where your want them to appear.

feed burner is the best for that...

Use feedburner's instructions, you might be stuck a little if it is your first time, but when I was there it took me just a few minutes to figure it out.

In the feedburner dashboard you will find the subscribe option under "Publicize", then "Email Subscriptions"

Its really easy mate. Signup on feedburner and all information would be given there under "publicize" option.