To get there, start at the questions page.
Down the right hand side, you'll see your "Favorite Tags" list. Click "edit" and make sure you have some tags selected.
Then click "advanced tag subscriptions" and then scroll aaaaaallll the way down the page. In the lower right hand corner will be the RSS link.
This one is mine, for instance:
http://stackexchange.com/feeds/tagsets/141302/favorite-tags?sort=active
The ID in the URL does not appear to be my Arqade or Stack Exchange network user ID, so I don't know how to generate the URL that will take you directly to yours.
From that "advanced tag subscriptions" page you can also set up custom filters and get RSS links from there. Just check out the "Select Filter" box in the upper right for more options.