I recently struggled with this and ultimately I went with using address from our own domain. There were a variety of reasons but it came down to:

1 - Trust for the sender and recipient (we weren't masquerading as someone else, like NikePlus does)

2 - Trust for mail servers (so they're not receiving Gmail branded email from a non-Gmail server)

3 - Allowed integration with companies such as Exact Target who offer "deliverability" as a product (http://email.exacttarget.com/Services/Deliverability.html). This requires it to come from our domain

Facebook's approach seems like good etiquette; I've certainly never heard anyone complain about it...so I'm using a similar approach.