Found this on Wesner Moise's blog. He's discussing the performance implications between managed and unmanaged code.
The working set for SharpReader is 30Mb, FeedDemon is 23 Mb, and RSS Bandit is 4 Mb in their initial configuration on my machine. (In comparison, the working set for MS Word and MS Excel are about 18 Mbs.) So, actually in their bare configuration, RSS Bandit is the tightest of them all, even considering that RSS Bandit also uses the .NET runtime.
[Via .NET Undocumented]