One nice feature in WordPress is the ability to have a feed for each category. It's all built in and up-and-running in all WordPress blogs as we speak. It's just not promoted. To get separate feeds for each category, just load the category page and add /feed/ at the end of the URL. That is if they have permalinks turned on.
If you want to add the feeds to your template for easy access for your users, you can just replace the category code in your template with:
WordPress pre 2.1: wp_list_cats('sort_column=name&optioncount=0&feed=RSS');
WordPress 2.1: wp_list_categories('sort_column=name&optioncount=0&feed=RSS');
Now, instead of it saying Category(14) it says Category(RSS) and RSS will link to the feed
A good marketer will want to know how many people are subscribing to each category feed. To do this you'll need to run over to Feedburner and start burning each category feed. Then put in a 302 redirect to send all feed traffic to the Feedburner feed.
In the end, its all about usability. Displaying category feeds allows your visitors to only subscribe to content that they feel is interesting. This is especially important when you post about a variety of topics. Whether it's across different industries, or just across multiple areas of one, different categories can target different groups of people. Giving visitors specific feeds may make them more likely to subscribe and keep them coming back.