Topic: Best process for creating a commercial site widget?

I've got a few ideas for developing widgets that all involve pulling data from well-known commercial sites (not RSS, btw). What's the best way to go about this?

- contact the site first and ask their permission?
- contact Chumby first to have them ask permission?
- develop the widget (or quick prototype) first?
- some/all/none of the above?

Are there clearcut cases where permission is/isn't required?

Thanks in advance.