Dick Eastman has a tip on reading RSS feeds on your iPod (iPod, iPod mini, iPod Nano, with Notes facility). He mentions using it to read Eastman’s Online Genealogy Newsletter, but it can read other sites’ RSS feeds as well.
It uses iFeedPod, which is a Mac OS X (10.3.9+) program, however as was pointed out in the thread, there should be a Windows equivalent available (and perhaps a Linux as well).