One of the major advantages of SharePoint 2010 is the support for LINQ. If you are new to LINQ, I would recommend you to read the below article from MSDN.
Few months back, I wrote an article about how to retrieve weather information from www.weather.com using XOAP services. In that article I was subscribing the data from server side, caching data to SQL server database and then retrieving the information from SQL to display on the page. You can read that article from the link http://weblogs.asp.net/sreejukg/archive/2011/02/21/include-weather-information-to-your-site-using-weather-com-xmloap-service.aspx . After published the article, I received certain queries about retrieving the weather information without using any server side technology, so I decided to write this.
Update: Since Bing has moved Search API to Windows Azure Market place, I wrote a new article about the new Bing Search API. You can read this from the below link