The last solution is to use a 3rd party application do this data gathering (using all the techniques above) and ping you when these feeds actually have new content. If you do publish feeds, I would encourage joining this crowd, and if you plan on consuming some, please, implement the susbcriber side as well. Other feed publishing apps (like feedburner, Gowalla. By chance, all the big blogging platforms (Tumblr, Posterous, Wordpress, Blogger, SixApart. It's very efficient, but requires the publisher to implement it. It's an open protocol that allows the feed publisher to directly push the content of the feed to subscribing applications. The most efficient technique is to use PubSubHubbub, which is a open protocol used by Google Reader, Netvibes and a few thousand other apps (like, Twitterfeed, Friendfeed.). The old XML-RPC ping servers can also be used by these guys. Based on the frequency of past updates, based on the number of users who susbcribed. There are a lot of techniques to determine when is the best time to do a poll. Time based polling is still, unfortunately the most frequent solution. This way they would poll feeds only when users asked from them, so there is no need for them to run some kind of time loop. For example, I know that Netvibes was doing the parsing on the client side (but cached the content on the server), so it saved them a lot of resources. The first thing you need to consider is that they may not all do the parsing on the server side. the "worst" one being the one that you describe.
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