If you want to “turn off” your feeds, remove/delete the files that allow them to be seen — namely wp-rss.php, wp-rss2.php, and wp-atom.php.
Amazingly enough, that won’t actually work in the newer versions of WordPress (using pretty permalinks). Try it yourself, the /feed/whatever links will still work. Heck, even the direct name links (like to wp-rss2.php) will still work, even though the file itself is gone! The wonders of rewriting. ??
You really need to delete these files from the wp-includes folder:
feed-atom-comments.php
feed-atom.php
feed-rdf.php
feed-rss.php
feed-rss2-comments.php
feed-rss2.php
That’ll do the trick, but it’ll probably just make it cause errors instead of giving a feed.
One way that will work nicely is to do this in a plugin or theme’s functions.php file:
remove_action('do_feed_rdf', 'do_feed_rdf', 10, 1);
remove_action('do_feed_rss', 'do_feed_rss', 10, 1);
remove_action('do_feed_rss2', 'do_feed_rss2', 10, 1);
remove_action('do_feed_atom', 'do_feed_atom', 10, 1);
Without those actions, the feeds cannot be called properly. That’s the safe way to do it.