You may not always want to direct your customers to the phpList subscribe page, but may want (for example) to embed the subscribe form within an existing page on your blog.
Note
This is covered in more detail in the phpList wiki at http://docs.phplist.com/CustomSubscribeForm.
Create your subscribe form within phpList, customizing it to suit your needs. Once you're satisfied with the way it looks, view the subscribe form as a normal user (that is, not as a logged-in administrator), and use your browser to view the source code. (Generally, right-clicking brings up a variant of a view source option in your browser).
Look in the source code for the following text:
<form method=post name="subscribeform">
This is the beginning of the HTML code for the subscribe form. Copy everything from the first "<form to the ending</form>" tag and paste it into a text editor.