Paul over at Tech, No Babel (what a great blog name!) has an entry on three ways to create an RSS feed.
I think that most of us use an all-in-one solution where the feed is created for us, but that's not the case 100% of the time. I remember when I was with Libsyn and I wanted to have an OGG file and an MP3 file for each show. Not an easy task (at the time) and I ended up having to handroll my own OGG RSS feed for listeners to subscribe to.
But I digress...
If you're not all that happy with your current feed for some reason, perhaps one of Paul's pointers will help you out.