Justin Silverton has a new tutorial today demonstrating the use of a script, FeedForAll, to automatically grab and display RSS feeds from a remote site.
First, he tackles the templates for the incoming feeds, listing out the variables that can be customized for each of the feeds you're using, making it a very flexible tool. He follows that up with a look at actually executing the script, both off of their servers (rss2html.com) and on a local system with the feed of your choice.
You can check out their site for all of the details on the script, or some examples of it in action.