Ok, I'm about a decade behind the times on this one, but for the longest time I've been reading my RSS feeds in Outlook. It isn't horrible, but the download approach is not really ideal for the feeds that I read, some of which have 200+ posts a day. I recently started using
Google's reader and love it. They have a very slick AJAX scrolling region that loads on demand as you scroll the list. Live search had a similar idea when it first came out, but they backed off of it for some reason. It's really nice to be able to scroll through a long list and not have to worry about clicking next page. I really hope that feature catches on for other sites as well.