Is there a way to opt out of showing my own activities in my friend's friend feed? It feels really awkward having everything I do listed there. I know there is a option to filter my own feed, the one I see. But I want to hide my activities from everyone else's feed.

Yup there is, at some point the link was removed on the friend feed page (no idea why) but my friend found it and has put a thread in problems and bugs here about having it back. I believe the second link posted in that thread is what you are after.