As RSS becomes more mainstream, and companies begin to offer fee-based subscription feeds and feeds that contain private information, authentication and security will have to be used. Most feedreaders and podcatchers do not support these things.
For developers interested in creating software applications that can handle this security, IPWorksSSL contains an RSSS component which handles all of the SSL and authentication, taking this complexity out of the way for the developer. I can get a secure feed as simply as:
Add basic or digest authentication:
RSS1.AuthScheme = 0; //or 1 for Digest auth
RSS1.User = "myusername";
RSS1.Password = "mypassword";