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I just tried to generate a feature on my test system and Drupal complained that the web server didn't have write permission for the Features directory. I changed the permissions from the normal 750 & 640 for modules directories to 770 and 660 and it worked fine.
I can't see any documentation that says you need to do this so I'm concerned something isn't set up correctly.
Should this work with the 'normal' permissions?
This is because Feature is doing something that's a little bit out of the ordinary ;-)
This is also one of the reasons I have my filesystem laid out as follows:
sites/all/modules/
- custom // Custom code.
- contrib // The actual features.module is here.
- features // This is for my Feature modules.
Because this means I can set the permissions on my Features differently to the contributed modules directory. Usually 760 I think. Then so long as the features directory is owned by a group that Apache is a member of, everything should work as expected. I do sometimes have to run a chown -R from my Drupal root, but that's because *nix admin has never been a strong point of mine.
Obviously everything on my world facing servers (read: not my local machine) is more secure than this, as should yours be.
That said, on my local machine I always end up forgetting something and just chmodding everything to 775 because I'm in a hurry.