I found uploading pictures from flickr to be most confusing at first, I could not link up to my blog, once I figured it out using yahoo account, it became easy, I have not tried uploading photos from other photo sharing sites but I guess the principle would be the same. Uploading pictures from flickr was fun and it is really amazing to see what people are willing to share. Its a great way to see pictures on a particular topic without searching the whole net and bringing photos to my blog without having to cut and paste.
RSS feeds were much easier to do, I think getting around to the idea that you need to use an account ie gmail, made the process simple. I think RSS feeds that are directed to a reader like bloglines is useful in that feeds that are appropriate to a blog can then be directed to that blog. Obviously you can access all your "favourites/bookmarks" from any computer.