To answer your original question concerning the much debated "iframe or direct content injection" topic, let me first begin by explaining my own personal experiences.
2. the traditional ajax methods - creating a new httprequest. i rarely ever use this method anymore.
3. using a combo of YQL (Yahoo Query Language) and #1. - i use this approach the most to scrape data from any web page i need. Yahoo actually caches the results for you which result in faster data returns.
Now you'll notice that none of my methods include iframes. My personal opinion concerning iframes is that they are deprecated. Tons and tons of headaches are created by using methods that include iframes. When traversing the DOM, iframes create more work than necessary. On another note... Iframes are absolutely required when uploading files without reloading a clients browser.
It all depends on your objective... Let me propose an example:
You have a personalized dashboard system for when a customer/user logs in. They have the ability of customizing what "widgets" they want. One customer in particular specifies he wants te latest tweets to display in a beautifully skinned widget box that you've created. the only problem is that you need to get his tweets.
Anyways, let me know if you have questions. I'm uncomfortable typing from my iPhone and can provide more help at a better hour tomorrow