Check out the new DWTeam DesDev Dreamweaver MX extension. It makes it ridiculously simple to add information from the Macromedia XML Resource Feed to web pages when creating them with Macromedia Dreamweaver MX. Simply open the panel, check the data you want to display, and you are done.
I also wanted to point out the Harnessing XML with Custom Tags or ColdFusion components articles at the ColdFusion MX Developers center. This uses the Macromedia XML Resource feed to show how to manipulate XML in ColdFusion MX.
Btw, there are still over two weeks to submit entries in the Macromedia XML Resource Feed contest. We have gotten some really cool entries thus far, but none that use ColdFusion MX.