Let's say we have a similar RSS feed like here. Where should I be inserting the new content? And, should all the articles be listed in an RSS feed?
New content should go at the top of the feed bumping old content off of the bottom.
You shouldn't put all of your articles in your RSS feed as that can make it very large and unweildy. Generally RSS feeds are limited to about ten items although I've seen as much as 50 in a feed. If you publish content often put more items in your feed so users can be sure to catch all of your new content. If you update infrequently ten items in your feed should suffice.