You should check out jQuery. It has a rich base of AJAX functionality that can give you the power to do all of this. You can load in an external page, and parse it's HTML content with intuitive CSS-like selectors.
An example using $.get();
$.get("anotherPage.html", {}, function(results){
alert(results); // will show the HTML from anotherPage.html
alert($(results).find("div.scores").html()); // show "scores" div in results
});
For external domains I've had to author a local PHP script that will act as a middle-man. jQuery will call the local PHP script passing in another server's URL as an argument, the local PHP script will gather the data, and jQuery will read the data from the local PHP script.
$.get("middleman.php", {"site":"http://www.google.com"}, function(results){
alert(results); // middleman gives Google's HTML to jQuery
});
Giving middleman.php something along the lines of
<?php
// Do not use as-is, this is only an example.
// $_GET["site"] set by jQuery as "http://www.google.com"
print file_get_contents($_GET["site"]);
?>
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