Tommy Kaas, of the Danish International Center for Analytical Reporting, just presented a fascinating session on how to use Excel tools to "scrape"data off the web an import it into Excel, at least Excel XP.  This is typically helpful where one needs to extract data from standardized tables on dynamic web sites, for example those with demographic, economic or crime data.

He has posted some handouts at dicar.org/global2005 or
http://www.dicar.org/global2005/exercise_macroscraper2.htm
. It's not yet clear to us if this is more efficient than writing PERL or PHP scripts, but it's still an elegant hack.