Figured this one out years ago and have just never used it, you can display your rss feeds however you want using XSL to apply XHTML and CSS.
Take a look at mine here to see.
I'm not going to tell you too much about it, except for the fact that you need to pad out a chunk of atleast 512 bytes before the <rss> block in order for the xsl to be applied by browsers ;) check the source of my feed and you'll see a couple of comments - ahh something so simple that has stopped the entire world from skinning there rss and making it pretty.
should be fun to see what people do with this one!
