Awhile back, one of my friends over at Telligent, Scott Watermasysk, posted a message regarding FeedBurner and hosting your own RSS feeds. FeedBurner is a web application owned by Google that hosts syndicated feeds and provides statistics based on those feeds such as the number of viewers. Scott recommended setting the MyBrand feature of FeedBurner to point to your own site and creating a CName entry with your domain’s DNS. You can read more about that here: http://simpable.com/technology/feedburner-cname/.
I finally got around to getting this setup. You can now access my feed using: http://feeds.jasongaylord.com/JasonNGaylord.