Web Services, in conjunction with the System.Net namespace, offer a powerful tool in your development arsenal. They follow standard protocols based on HTTP, SOAP, and XML and this makes them universal. They are easy to create with Visual Studio .NET and the Wizards that it offers. They are easy to consume because of the discovery process and the support that Visual Studio .NET brings to the table.
Web Services are secure, too. You wouldn't want to open up Web Services to anyone who might discover their location. And the transactional support that can be added to the [WebMethod] attribute makes this part of every robust database application an easy matter to implement.
When it comes time to get and use data from Web resources, there's no match for the networking classes combined with the regular expressions classes as part of a Web Service. This technique will take its place as one of the coolest and most useful combinations of the .NET technology.
A good book to read for regular expressions is Mastering Regular Expressions, 2nd edition by Friedl (O'Reilly, 2002). This book is a great reference, and it teaches the subject pretty well, too.