wp_list_cats now accepts two new arguments: feed and feed_image. If either are set, a feed link is provided for each category in the list. feed_image is the url to the image you want to use as a link button. feed is the text you want to use for the link. If both are set, feed is used as the alt text for feed image. Examples:
Provide feed links with 'XML' as the link text:
Provide feed links using xml.png as the link image:
Provide feed links with xml.png as the image and 'XML' as the alt text:
If you use permalinks, the feed links use pretty URLs. For example, /archives/author/ryan/feed/.