It's a shame that fewer and fewer sites offer feeds. Most of them still do, luckily, but I've had to dig up http://feed43.com about once every two months. Though I wasn't really aware that some feed readers could perhaps generate feeds automatically, I'll have to try that out sometime.
Also, look at a site's source code. The RSS button may not be displayed but I often find the rss link buried in the html. Publishers may not even realize that their plug-n-play blogging platform is automatically creating feeds for them.