When Marshall McLuhan wrote his famous phrase, "the medium is the message," he was talking about about TVs, newspapers and radios. However, his insights into how the medium influences how we perceive the message can just as easily be applied to modern day RSS feeds.
When running a website, a lot of work goes into creating an atmosphere. The colors, fonts and layout of elements are carefully chosen to convey a certain tone to the reader. When we use RSS, we strip out everything but just the words. While no doubt an extreme example, it's a bit like reading just the manuscript for a movie.
There are a lot of good things to be said about RSS- it's an incredible example of how web standards can lead to innovation, and it can keep us from having to refresh our favorite websites constantly. However, when we rip the text from the site, we lose a lot of visual cues- everything from quality to credibility can be gleaned from just looking at a layout. The design of a website is just as important as the content- and often exceeds it.
So, as a blogger, how can you get people to go to your site rather than subscribe? Try adding features that can't be reproduced using RSS- Digg has an RSS feed, however I would wager that most people go straight to the site. Or, try posting on a rigid schedule (and keeping it!). Users will know exactly when to check your site to get fresh content (and don't ever add "extra", unscheduled posts- it may seem like a treat for your users, however it defeats the whole purpose).