Ben Simon has a new article on Macromedia Devnet showing how to create and consume RSS feeds using ColdFusion.
It's a bit light, but serves as a good example of how to embed Java functionality within ColdFusion CFCs, while creating something useful at the same time. Only problem I have is that Macromeda is selling the RSS components as part of the DevNet Resource Kit Volume 4 ($99.99) and I'm too cheap to buy it.