Using Feedburner Awareness API
Feedburner's Feed Awareness API (read this article at Burning Questions also), allows developers to integrate feed stats to their applications. It gets even better if the feed you are using is a Feedburner "PRO" account. Then you can have views and clicks per item.
The code for the example can be downloaded here: fb_awareness_api_demo.phps.
UPDATE 2005-10-27: I put together a page with all my FeedBurner related code