PHP, shtml, ASP etc generally have no requirements for client machine settings, Javascript is more 'risky' than any of these, since it is dependant on client settings.
RSS is just XML; so you could style it directly. Yep, directly. XML can have CSS style. I've never done it, but it can be done. See this page: http://www.xml.com/pub/a/2000/05/03/msie/index.html.
If you do that; you could just load the RSS file directly into an iframe or similar, and style it with CSS and/or XSLT. Instant solution seemingly; but it might require some work to get it working across all browsers.
Alternatively; you could use serverside (PHP, ASP, XSLT, and ) or clientside (Javascript,XSLT [yep its both]) code to parse the RSS and convert it into HTML. Or use something like http://www.rss-to-javascript.com/ http://magpierss.sourceforge.net/ http://www.feedforall.com/free-php-script.htm ( none of these tested; not recommendations, just google results )