Feed Auto Discovery
This is an older tip, but a lot of folks don't realize that it exists and its easy to miss.
If you've got a blog and you want folks to subscribe to it, make sure you're set up for Feed Auto-Discovery. FireFox supports it, almost every feed reader like FeedDemon supports it. Basically it saves you this whole process: Go to a site, search everywhere for an orange XML badge, right-click on it, select Copy Link Location, go to your reader, paste in the XML URL to the Add Feed dialog.
Add markup like before the </head> tag in your site. You can have different links for different feeds or different protocols if you like.
<base href="http://www.hanselman.com/blog/" />
<link rel="alternate" type="application/rss+xml" title="ComputerZen.com - Scott Hanselman" href="http://feeds.feedburner.com/ScottHanselman" />
If you're using a blog engine like DasBlog you likely already have this, however, if you've added to or modified a theme you might want to confirm that your theme HTML contains this autodiscovery info. You can just hard-code it in the main blog template's, there's no harm.
I also like to add one-click subscription support like this feed:http://feeds.feedburner.com/ScottHanselman with the feed protocol. Many readers will catch clicks that start with feed://.
We'll add autodiscovery to Hanselminutes very soon. :)