Due to changes to the YouTube website, this script is now obsolete. An updated version is availaible here
To generate an OPML file containing RSS feeds of your YouTube subscriptions:
Navigate to https://www.youtube.com/feed/channels, and scroll the page to make sure links to every channel are loaded.Run the script or activate the bookmarklet. An OPML file will download, and a list of RSS feeds will be logged to the console if you need it.
Works in Chrome, Firefox and Safari as of May 2023.
Consider using this script: https://greasyfork.org/en/scripts/418574-export-youtube-subscriptions-to-rss-opml
It doesn't need third party site to export YouTube RSS.