Numerous options there. The easiest thing you could do would be to use a client side JS parser, which would grab the feeds within a browser, and show it to your user...the downside is the search engines may not be able to see it.
Wow there are lots to chose from in that list. I use a feature within feedburner that does the same thing. It is a javascript block that grabs the headlines from my rss fead and puts them in a `what's new' section on my front page.
feed digest is probably the easiest to use. as mentioned above you can use javascript. if you want it readable by spiders you should look into parsing xml with php
