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well, using amazon as an example, amazon provides an xml feed which you can use to get the info you need. You can use PHP's xml functions to parse the xml and display it. There would be no need for a database because you could pull it from amazon each time you need it.
Other sites would be harder because they might not have a feed. You could request it though.
If they don't want to provide a feed/you don't want to ask them, you will have to index the page, and then write some functions to get the data you want, and not the rest of it, which can be tricky.
HTH,
JMitchell
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