RSS feeds are now available for New Economics Papers, so you can read them in your favourite feed reader. (I use google reader. Most journals have RSS feeds, so I can keep up with what's new in one place.)
I mention this because I wrote the code for it! The NEP people were very helpful in giving me access to their system to implement this feature, which I wanted. (Example of a public good which was cheap enough for a single person to provide.)
To subscribe, just go to the page for a particular report, e.g. nep-pol (positive political economics) and click on the orange icon in your brower's location bar.
(Update: not all the RSS feeds are available yet so you may get a "Page Not Found" error for some of these. Should go away when the next report is published.)