Rogers Cadenhead points us to an interesting RSS extension introduced by Yahoo! Simply add the <xhtml:meta> element to control how Yahoo! indexes your feed. I assume this element is added as a child of the <channel> element.
<meta xmlns="http://www.w3.org/1999/xhtml" name="robots" content="noindex" />
http://publisher.yahoo.com/rss_guide/faq.php
Update: Sam Ruby has pointed to two more means of accomplishing the same with Bloglines and Google/LiveJournal.
http://tech.groups.yahoo.com/group/rss-public/message/1279
To prevent Bloglines from indexing your feed, you can use...
<access:restriction xmlns:access="http://www.bloglines.com/about/specs/fac-1.0" relationship="deny" />
For Google and LiveJournal, you can use...
<indexing:index="no" xmlns:indexing="urn:atom-extension:indexing" />
This is likely a good opportunity for the RSS Advisory Board to bring consensus.
