Why would you want to do that? Sure, you could register with blogger.com or typepad.com and get a free RSS feed, but it's hosted on their server. That means all links to the feed picked up in search engines will point to someone else's server rather than your own. While this may not make that big of a difference, there is something nice about having the feed hosted on your own server.
This feed is hosted on the ksoft web server, but the traffic statistics come from FeedBurner, and as such, a redirected URL is used. I was just looking at the FeedBurner options and noticed they have something called MyBrand. If you have your own web server, you create a new DNS entry called "feeds.yourdomain.com" with a CNAME which points to FeedBurner's server at feeds.feedburner.com. For a fee, they will redirect all requests to your RSS feed and still record traffic statistics. Now, if you don't know what a DNS or CNAME entry is, that's ok, you probably shouldn't worry about this (a CNAME lets you add a sub-domain which can point to another server entirely).
At $2.99/month, I'm not sure if that is necessarily worth it. I think it would be better to make such a service free. However, at least this gives you the option of linking to your own domain, if you need the traffic stats and a very professional URL for your RSS feed.