The Phoenix Feather drops from the Phoenix.
The phoenix feather lasts a lot longer than other feathers when copying scrolls, you can sometimes copy 10 or more scrolls with just one feather - however it is not guaranteed. Raven feathers are only good for 3-4 copies. Raven feathers require ink while phoenix feathers do not.
They are susceptible to fire, so be careful not to let it burn, as there are rarely encounted more than once in a normal dungeon run.
'Wearing out' seems dependent on charisma. Low charisma characters should consider enhancing their charisma first, by making copies of a Scroll of Charging and charging a Ring of Adornment or making copies of a Scroll of Enchant Armour and enchanting one of several items that gives additional charisma. A 25 charisma character will have his feather(s) last a very, very long time.
When blessed the feather will have a higher chance of writing blessed scrolls. They may also have a lesser chance of wearing out.
You can wish for '3 blessed phoenix feathers' and receive them.