More for my personal WordPress Wiki, but I can’t believe I didn’t share this before.
Start by checking out this page at the Codex.
>Retrieves an RSS feed and parses it. Uses the MagpieRSS and RSSCache functions for parsing and automatic caching and the Snoopy HTTP client for the actual retrieval.
If you scroll down the page a little bit there is an example of what you need to get things working. In my testing, I started with that as a base and modified it for how I needed it to look and work. Once you get it working the way you want, what do you do with it?
I built custom page templates within the WordPress theme that included the code to pull the RSS feeds I wanted. Then, I created a page with a title and used that custom template for the page. If you are familiar with modifying WP template files or creating custom template files, then it should be easy for you too.