<p>Extreme Programming, Scrum and Test Driven Development definitely seem to be the most popular Agile methods at the moment. But someone recently suggested that I take a look at Feature Driven Development.</p>

<p>Have you ever used this method with any success? What are the advantages of using it?</p>

FDD is an older methodology. It has lot's of the ideas of other agile methodologies and misses some of them. Like Scrum it's a bit management-focussed and I think you need some elements from XP for practical implementations.
FDD is certainly interesting to look into. But just like Scrum and XP I think you have to understand the mechanics and not just implement the practices to be succesful. If you just "do FDD" or "do Scrum" you're not as adaptive as you should be.
The things I would look into if you want to understand agile would be
Scrum or FDD to understand what management can get out of agile.
XP to understand how enable agile from a technology perspective.
Crystal Clear to understand the communications aspects.
Lean Agile to get a completely different perspective on agile methodologies
I wouldn't call TDD an agile methodology by the way. It's an practice from XP but not a complete methodology per se.