They are all the same. Just remember the term "site feed".
What is a site feed?
Site feed is a standard for receiving updates from any website. It makes reviewing a large number of sites in a very short time possible.
RSS, Atom, XML all work in the same way and are often called a "site feed", marked by an orange icon:
Site feeds are updates that are delivered by the websites when something new is published.
RSS inventor, Dave Winer likens RSS to "a sushi bar where the sushi comes around in boats. When you see something you like, you grab it and eat it."
"It's like having a personal assistant who goes through every publication and blog that could possibly interest you and picks out stories to bring to your attention.", writes PC Magazine.
You can have the latest news and updates from this website delivered directly to you via site feed.
Who offers site feeds?
Site feeds are very popular. Most news websites have a selection of site feeds to choose from:
New York Times
How do I start using site feeds?
You need a news reader to read site feeds. A good online news reader is Bloglines (free). See the tutorial "How to Subscribe to Medical RSS Feeds on Bloglines" (PDF, 590 kb).
Read more about the site feeds on the BBC website.
BBC Feed Factory
ReadeRSS.com illustrates the "river of news" analogy on their front page.