They not only identify themselves in the User-Agent string (something that all ethical spiders do), they provide additional information for my Apache logs.

Bloglines/1.0 (http://www.bloglines.com; 5 subscribers)

My RSS version 1.0 feed has 5 subscribers and the RSS 2.0 feed has 3. This is something useful that I wouldn't know otherwise. For all I know, when another aggregator hits my feeds, it could be distributed to one reader or one thousand.

(via Ned Batchelder)

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