Feeds are only available for public, non-passworded galleries.
On your SmugMug homepage, http://nickname.smugmug.com , you'll see feeds for recent photos, recent galleries, and popular photos (if your most popular photos are displayed on your homepage).
If your popular photos are hidden in your control panel, you can still find the feed here: http://nickname.smugmug.com/popular.
Keyword feeds are found on each keyword's page. Example for a local keyword: http://nickname.smugmug.com/keyword/rainy . Example for a SmugMug-wide keyword: http://smugmug.com/keyword/monkey .
Run a search on http://nickname.smugmug.com and look for the feed button on the search results page to get a user search feed. For a SmugMug search feed, run the search on http://smugmug.com .
For your comments feed, login and go to your control panel. Click on the number of comments you have, in the "your statistics" section.
SmugMug's popular photos today: http://www.smugmug.com/popular/today .
SmugMug's popular photos of all-time: http://www.smugmug.com/popular/all .
SmugMug's popular photos for a certain category (example): http://www.smugmug.com/browse/Animals
It appears that the comments feed does see new comments in hidden and password protected galleries.