If you publish the entire RSS feed of your blog (which I strongly recommend as a service to your readers) instead of, say, the first 250 characters of a post, chances are that a good portion of your readers never visit your blog. So if you for some reason decide to change your RSS feed you need to announce the new address within your old feed.
I’m not sure how the details have been communicated here, but I am glad that one of my favourite bloggers, Martin Jönsson of Svenska Dagbladet, has neither quit blogging nor vanished from the face of the earth. I was a bit curious why no new blog posts came up after November 27 last year, but the reason was simply a change of RSS feed (new one here). There are currently more than 80 subscribers to the old feed in Bloglines alone so it could be a good idea to inform them of the switch via the old feed, if it is possible.