I now store the local time and GMT with each entry. This seems to me to be the right way to do this. The RSS feed is always GMT, but really, when you read a weblog, you want to know the local time when that was written. It really puts it in context.
This means that the entries on my weblog before the 5th are in PST and those after the 5th are in MST. I wish there were standard ways to name timezones but that all seems a little tricky.
With my current solution I can still keep all of my data in day based XML files. I'm just clear that an entry gets slotted into a particular file based on the local time when it was written.