You can choose on a template-by-template basis whether or not to use
tidy.
If you go to Administer Content Classes > Folder > Content Class >
Templates and choose "Assign Project Variants" from the Action Menu,
you can choose whether or not to use Tidy on that particular page.
So if you had a template for your RSS page, you could turn off tidy
for that template.
Bear in mind, this only works for templates that publish out as a
whole file. Something that goes inside a container will be tidied
based on the over-all page template's tidy settings.
Hopefully that makes sense :)
Mark