I never really understood the point of RSS feeds in Safari until I watched this video on the Apple site. It's a great introduction for how to set up and use the RSS features of safari, and shows you why you would want to do so.

The main thing I learnt was technique of making a folder of RSS feeds from related news sites (for example, all the mac tips sites I visit regularly) and setting it to Auto-tab. Then, when you click on the folder, Safari will combine all the RSS feeds and give you a list of the latest news from all the sites in the folder.

There is also additional help on highlighting new articles and sorting articles.