Steve Lacey cooked up an index template for Movable Type that organizes your blog entries by their categories. Sample OPML.
http://www.steve-lacey.com/blogarchives/2005/09/automatic_opml.shtml
James Corbett used a similar template for Typepad to expose his blog entries via OPML. Sample OPML.
http://eirepreneur.blogs.com/eirepreneur/2005/10/howto_output_op.html