I use a number of different computers with varying OSes at home and at work. I would like to be able to read my RSS feeds both places and have both places updated with read items, bookmarks, etc. I would also like to avoid web-based applications; I just don't seem to get along well with any of them. (I've tried Google Reader, Bloglines, Alesti, and News Alloy, among others, and they all have things I don't like. Not that a native app will automatically be better.)
I suppose multiple distinct readers that all synchronize with the same source would be fine, too. I'm most interested in Windows and MacOSX, but I would like for there to be a Linux client, too.