It's an obvious little trick and I don't know why I hadn't thought of it before, but MSDN have updated their RSS feeds with a reference to an XSL so that browsers that support XSL will render the feed as XHTML rather than displaying the source.
All it does is to force the browser to transform the rss xml to XHTML thus:
<?xml version="1.0" encoding="utf-8"?>
<?xml-stylesheet type='text/xsl' href='rsspretty.xsl' version='1.0'?>
<rss xmlns:msdn="http://msdn.microsoft.com/aboutmsdn/rss/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:msdndomain="http://msdn.microsoft.com/aboutmsdn/...
rss/domains" version="2">
<channel>
<title>MSDN: Visual C#</title>
...
</channel>
</rss>