A lot of CMS packages put the RSS feed link in the header of every page.
I run some corporate sites and they tend to have the feeds only on the home page and news pages. I guess you could argue that it would depend on your audience. I don't see the harm of having the link on every page of a site.
I can think of scenarios where it would be confusing. For example the rss link on a "industry news" page linking to a feed of news about your own widgets. Its really down to what suits your own site best.