Recently I switched from RSSBandit to GreatNews as RSS reader (noticed by a post from Bert Jansen).

The speed for aggregating feeds using GreatNews is really fast! I think it was better called SpeedNews ;). Besides that, it has a nice user-interface and all config & feed data is kept in the installation folder. This means that no installation (MSI) is required, and that it can easily be deployed to other computers.