If you are using nice permalinks, I have an automatic way to put feed links on each archive pages. Instead of writing-out the text for the feed as suggested above, try using the following code:
<a href="feed:<?php bloginfo('url'); ?>/category/<?php echo single_cat_title(); ?>/feed/"
For example, if you have a category called "Books" the link above should automatically produce the link for:
Obviously if you set up your permalinks differently for categories, then you have to customize it accordingly. I'm not sure how it would work using the default links.
Now, this has a minor glitch in that when you click a date-based category and then click the feed link, it defaults to the Atom feed for the entire site. Harmless, but it may be annoying to you.
Maybe someone else can tell me how to use an If..else argument to get the feed link only on category archives? I'm actually a newbie to coding.