In addition to subscribing to site-specific feeds generated by content authors, it is worth checking out Technorati.com. Technorati will let you perform queries via a search field a la any search engine, then save that search as a "watchlist" or custom XML feed that you can then plug in to your favorite reader (or have emailed to you each day).
Another cool utility for content creators who generate XML feeds is Feedburner.com. Feedburner simplifies XML feed generation for authors by allowing you to post just one flavor and version of your XML feed-- RSS, Atom, RDF or whatever-- and then Feedburner translates that one feed into all of the other types and versions and delivers the best feed type for a particular reader application (whether it be Shrook, NetNewsWire, or whatever). So instead of pointing your site's readers to a locally-hosted XML feed, you point them to Feedburner and it does all the magic.