- Offer full RSS feeds (my latest pet cause)
- Visible feed button
- Use the Related Posts plugin
There are also a few good suggestions in the comments: a top posts page and offer the option to subscribe by e-mail.
It looks to me like Marketing Pilgrim is doing all of the things on Nate’s list! What do you think is an appropriate goal for blog stickiness? How do you work on your blog’s stickiness?