1. If possible, keep the number of items in your feed down.
   ...Limit the number of items to, say, fifteen at most (this is the original limit on # items in an rss file). I suspect this is why my feed wouldn't load at Live.com yesterday (I had about thirty items in the xml file).
2. If possible, keep the size of your feed down
   ...Not too many bytes. If you have a very looong feed, you might also provide a summary feed that loads quicker.
3. Specify an icon for your feed.
   ...They display it, so you may as well include it.
4. Have a short, snappy name for your feed.
   ...Otherwise, they'll truncate it, and not even provide an ellipsis. (Notice that 'Tales from the Sharpside' became just 'Tales from the' and you have to mouseover this text to see the full name in a tool tip)
5. Ensure your feed is valid use mark pilgrim's excellent validator

What I've worked out though is that at certain times of day (probably aligned with US 'start of work day') you're unlikely to get a great result from live.com. So be it. I still find it an interesting ajax app (y'know microsoft *invented* ajax). For some reason, writing gadgets is a very tempting thing to geek like me:

Microsoft Gadgets: It's like a cut-down version of the internet... inside a cut-down version of a browser.... hosted on the... um, internet... in a, y'know, browser.

It's Web 2.0, get it?