On the Developer Tutorials blog today, there's a new post talking about the "three easy steps" to making an RSS feed for your blog:

Adding an RSS feed to your site is quick and painless, and can be done with pure PHP (and some kind of data source). After the jump, 3 simple steps to building an RSS feed in php.

The steps are pretty simple - figure out what content you want to serve, set up the basic RSS XML structure, and loop through your data to push it in to the template and echoed out. Some simple example code is included.