If you use an RSS reader it should have the ability to export your subscription list in a format called OPML.
The subscription list contains a set of information about the feeds you follow, most important being the URL of the RSS file that contains the items of the feed.
Here's an example of a subscription list, a set of feeds about Major League Baseball.
It's important to be able to export your list so that:
I am hoping to start a new service that shares feed information called Share Your OPML. It's a reboot of a service I had in 2006 which was quite popular.
There's also a technical description, which is part of the OPML spec.