There's been some discussion in the various RSS mailing lists and sites regarding single click feed subscription. It's been centering around a new "protocol" tag:

feed:urlToFeedGoesHere

Would subscribe to the feed in question, just as mailto: spawns the mail client. I've got this working in test, on Windows, here. I need to have the installer for Bf make the relevant registry entries, and see if I can't have the runtime check for (and install) those itself (or offer to). I'll have to look into what's possible on non-Windows platforms.