For over four years, I've been not selling an options trading program I wrote in the wee hours of the morning over the course of late 1998 and 1999 called Option Insight. All this time, I've been snagging free quotes from the CBOE web site.
This weekend, the CBOE very unkindly changed their protocol without telling anyone. Option Insight died, no longer able to retrieve quotes. When diplomacy failed, I had no choice but to hack.
The beauty of this process is that in a matter of fifteen minutes, I went to SourceForge, located a free HTTP packet sniffer (Packetyzer), downloaded it, installed it, and had it capture the first trace. This is magic! I'm not talking about the product, although it is enormously amazing. I'm talking about the treasure trove that is the web!!!
Admittedly, the web is most useful for solving problems caused by the web... but it's still cool! :-)