If you have OS X Leopard and use Mail.app, you have a fantastic RSS reader built right into it. It's very useful for keeping all of your favorite websites RSS feeds into one app you will never forget to launch -- email.
First, you need a site to get the subscription from. BTW, subscription only means that new content will be delivered to you automatically. It's rare an RSS feed costs anything.
In this example, I'd be remiss if I didn't use thinkmac.net.
1. If you are using Safari for this tip, continue on. Otherwise, launch Safari and come back to this page.
2. Look at the right hand side of the screen and I have a red icon that says 'Subscribe RSS'. At other sites, it will look different, but usually there is an Orange RSS icon or XML icon to choose.
3. Safari will now switch to RSS viewing mode. If it didn't, click on the 'RSS' in the address bar.
4. In the right hand side of the screen, you will have some different sections. Find the one that says 'Actions' and then click on 'Subscribe in Mail'.
5. Now mail will subscribe to that feed. On the left side of your mail screen, you should see a section that says 'RSS' and now the site you subscribed too will appear.