My way is simple screen scrap, downloads to a temp txt file then pastes it in excel.

It has only been in the last 12 months i have changed the way i get web info using the CreateObject("MSXML2.XMLHTTP") method, the speed difference is huge.

I have used the xml feeds before but unless you know what to look for can be a bit harder to get the info and not all sites use xml.

I started a thread here http://forums.ozmium.com.au/showthread.php?t=23333 to try and help people understand the web query.