While trying to experiment with Adsense, SEO and Blogger internals, I have decided to move the blog from http://blog.thejaywalker.net to http://www.thejaywalker.net. The feeds for this blog are now available at http://www.thejaywalker.net/feeds/posts/default.
I am still using a frameset on old URL (blog.thejaywalker.net) to contain the new page but I am also trying to find a better way to avoid a 404. It isn't very obvious how to setup a 301 Moved Permanently status on the old URL.
On a related note, The Real Blogger Status is a must read if you think that "Google's Blogger" is broken when it comes to custom domains setup. In fact, it is broken in many ways, and The Real Blogger Status is one of the most useful sites to help you out.