Just got to mention
Google Reader. This is the panacea of RSS readers that I've been looking for.
I've previously used RSS Bandit which I thought was excellent, but even though you could do some synchronisation with it's files, it wasn't very portable.
Google reader lets you upload your OPML file with your feeds to it, and it just does a generally excellent job of presenting them to you, and giving you a huge pile of keyboard shortcuts for working through them.
I recommend that you all give it a try!