If you read blogs a lot, use Firefox, and know what RSS and Atom are then there are plenty of extensions available that makes reading them easier. Firefox news readers runs the gamut (NewsForge) reviews several of them. Live Bookmarks, InfoRSS, FeedView, Habari Xenu, Sage, Wizz RSS News Reader, Alpha Ticker, StockQuote and StockTicker.
I know of no add ons to Internet Explorer that integrates feeds with it. Firefox has all these, yet only has a small market share (< 15%). Imagine if it had the kind of dominance IE has?