I'm only interested in receiving new questions, and receiving each question once (for example, I don't care if it gets answers or comments - I don't want a question showing up in the feed more than once). However, I haven't seen this option, but I could have overlooked it.
There is a "secret" RSS feed, intended for bots which contains all new questions (it's used for
sobot in the irc.freenode.net #stackoverflow channel), but I don't think it's publicised, so I'm hesitant to link to it.. If you really want it, I guess the best thing is to email the SO team (the "contact us" link in the footer)
There's obviously there is https://stackoverflow.com/feeds - but that's only "popular" questions.
There's a "Planned" Uservoice ticket "Provide rss for all views "
One comment on that ticket mentions you can get a feed of all questions for a specific tag: https://stackoverflow.com/feeds/tag/scala
This is now possible, but only by tag.
See the RSS feeds linked on the tag view, for the "newest" tab:
No, there is not, apart from using the data dump and creating it for yourself, which would be oddly outdated once you get it.
I support the feature.
Yes, you can, with Yahoo Pipes. Check out my answer to this related question: