Removing feeds from header using a function?

Try this instead:

add_action( 'wp_head', 'wpse58023_wp_head', 1 );
function wpse58023_wp_head() {

    // Removes main feed link(s)
    remove_action( 'wp_head', 'feed_links', 2 );

    // Removes comments feed link
    remove_action( 'wp_head', 'feed_links_extra', 3 );

}