While there currently isn't a way of importing all your RSS feeds into Safari 2 (in Tiger), here's a slightly roundabout method that works (I originally posted this at pimpmysafari.com):

You will need:

• Firefox, with the Sage RSS extension installed
• Safari 2

To import your feeds:

1. In your RSS reader, export your feeds as a .opml file
2. In Firefox, choose 'OPML import/export' from Sage's sidebar menu. Browse to your .opml file and continue. Note: I had problems with pressing the Continue button on my build; if you find it won't do anything, try double-clicking it.
3. Once imported, close Firefox
4. In Safari, choose 'Import bookmarks...' from the File menu, which will bring your RSS feeds in as a bookmark collection -- check the bookmark manager window. This will also import any other Firefox bookmarks, too, of course.
5. To get Safari to register these as RSS feeds, open the imported feeds folder in tabs.

I'm sure a plug-in developer will soon create a more straightforward way of doing this from within Safari, but this will do the job until then. I have only tested this with the .opml file created by NetNewsWire, but presumably should work fine for others.