The one annoyance in Google Reader for me is clicking an RSS feed and having it open the Google Reader window. I just want it to subscribe me to the feed without redirecting me to a different page. Is that possible?
If your concern is having to navigate back to the original page, I think the closest functionality you can get is opening the subscription page in a new tab or window. In most modern browsers this can be achieved by clicking the link with the middle mouse button, or Ctrl + clicking it. Once you've added to Google Reader, you can then simply Ctrl + W or Ctrl + F4 to return to the original page.
As far as I'm aware, it is not possible to bypass this "Add to Google Reader" step.