Retrieving information from the internet

How would I go about designing a program that could retrieve information from the internet?

I have absolutely no code for this project at the moment, I would just like some tips on how to build something like this before I get started.

As an example, If I wanted to build an application that would allow me to input a companies stock symbol and find out what their stock is worth at that moment, how would I begin designing this?

You can use libcurl ("curl") or wget, dpending on your platform. There are tons of APIs available, depending on your platform. And, there are lots of other considerations too.

A lot of sites today are going more towards an XML interface (like with SOAP) for proving data such as stock quotes.