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I don't think there's a special feed for your "interesting" tags, but you can build a feed based on tags as follows. Use boolean operations on tags to get the combination you want (see tip number 12). For example, maybe your "interesting" tags are [math-philosophy] and [derived-category], so the URL you'd get is
http://mathoverflow.net/questions/tagged/math-philosophy or derived-category
Go to that URL, scroll to the bottom, and click the . Alternatively (more directly), use the feed
http://mathoverflow.net/feeds/tag/math-philosophy+or+derived-category
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