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Some sites, such as CNN...
use an RSS, whilst other use an XML file..
What are the differences between the two?
Are there certain 'rules' which govern how the two types of files should be formatted/written so that all news readers are compatible with all news feeds?
There is nothing different about them.
An RSS document is an XML document that only uses a specific set of tags (defined here http://blogs.law.harvard.edu/tech/rss ).
There is no specification defining the file name extension associated with RSS.
If you look at the source produced from both of those URL's they oth start with an XML preamble followed by
<rss> <channel> ...... </channel> </rss>