I don't know how screen-scraping would be preferable to XML - since XML is already structured and needs little parsing.
I think the deciding factor will be finding a site to provide that kind of output on demand. Another way of saying that is that you want a data provider with an API (Application Programming Interface), which means that they provide data and query methods in a form directly usable by any application you write - usually XML.
The "open" example I'm familiar with is the
Twitter API, but when it comes to air fares, I had to search for an example: the
AirXML API by AirKiosk. As expected, access is limited to travel agents, not members of the general public.