This is how I snagged the RSS feed from my del.icio.us links (seen on the right column, down a bit).
[Geeky Explanation] del.icio.us is basically a site that collects links. I see a website I want to remember/make note of, I click a bookmark in my browser and describe the link and it gets added to my del.icio.us link site. That site generates a RSS feed of the last 10 links I've snagged which this blog grabs and converts it to a blog/web friendly format.