A variety of RSS Readers are available for different platforms.
Some popular feed readers include Amphetadesk (Windows, Linux,
Mac), FeedReader (Windows), and NewsGator (Windows - integrates
with Outlook). There are also a number of web-based feed
readers available. My Yahoo, Bloglines, and Google Reader
are popular web-based feed readers.
Once you have your Feed Reader, it is a matter of finding
sites that syndicate content and adding their RSS feed to
the list of feeds your Feed Reader checks. Many sites display
a small icon with the acronyms RSS, XML, or RDF to let you
know a feed is available.