I just created an RSS feed for my blog using Feedburner. It was actually quite interesting to see how my blog was presented in different RSS readers (Thunderbird, Google Reader and Bloglines) where the textual content is the same but may be presented in many different ways and styles.
I once lost quite a long, rambling blog entry due to some finger trouble in the blogger editor so subscribing to the RSS feed will be a quick and easy way to backup the blog.
Another nice feature of Feedburner is that it will automatically ping a number of sources when the blog is updated.