AS long as your blog explains exactly what the
subscriber needs to do next (i.e. confirm) then
going to any custom page has to be better as
you are then able to:

1. Explain in detail what's needed to done,
2. Use Pictures, video or even yourself to explain
3. Make the first start at establishing your brand
4. Co-ordinate with the confirmation page
5. Close (final sell) the confirmation

Just make the most of the opportunity, especially
explaining the spam/junk folder issue in a positive way.
Expain the emaill address and name they will see in
their in box etc and you will increase completed signups
as compared to the basic/advanced aweber options.

I saw one where the guy had a video of himself explain
everything including the steps after the confirmation
adding a real "close" to the opt in process.

Often people will have filled in the email form to get a
free "something or other" - If the email is not blatently in
their inbox right away they will forget about it. After all
there's no shortage of other free stuff!!!

So pre-sell the product to make them want to hunt down
that errant confirmation link and get more succesful opt-ins

Tony