Drupal Aggregator core module is a useful one but suffers many problems. There are many talking about improving it in Drupal 7.
Right now I'm using Aggregator module which comes with Drupal 6. I'm building an aggregation site, and there is one BIG problem. Sometimes feeds contain HTML tags attributes (e.g. style, dir, title), but Aggregator's input format filter ignores SOME attributes (e.g. style and dir) and allows others (class and href). Without some attributes feeds look very missy. Aggregator contains it's own input format, it doesn't use other inputs formats (and this makes the problem harder!).
The question is how can I allow some HTML tags' attributes to appear in feeds.
P.S. last thing to do is modifying Aggregator's core files
You might want to consider moving to one of the newer solutions built on top of FeedAPI
As you can see starting from there, this is where the action is, aggregation-wise.