I tend to use the most modern browsers—Safari 2.0, IE 7, and Firefox 1.5—which all support RSS. I therefore never run into the situation where clicking on an RSS links brings up a raw XML document. But lots of people use IE 6 and a surprising number use even older browsers, so I've made the Spanning Salesforce feeds more friendly to browsers that don't support RSS.
Using a very simple XSLT file, these older browsers now get a formatted view of the data in the feed. I'll get my web designer to work on making it prettier, but it's already a big improvement over raw XML.