How to build a web crawler?

How exactly does one "build" a web crawler? Are there any recommended tutorials?

I am trying to aggregate product name, quantity in stock, and pricing from a specified website.

That being said, I am not sure where to start. I do have knowledge of programming (mostly in VBA and SQL, but I know my way around other languages, too).
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I've had to often do this, and there's really two approaches:

Approach 1 - The Lazy Man's approach.

Using a product such as wget to download the entire site as is (or the specific page, if you know the URL and it doesn't change), and then crawl through the resultant .html files to extrac the data you want.

Approach 2 - The Programmers approach.

Write an application that uses an http client and actually make the calls to the web site to retrieve the data you want, and then parse the results.

I have often done Approach 2 using Delphi and the ICS suite which has a nice HTTP(S) client that you can make behave as you see fit.  Delphi also has a suite called Indy which can pretty much do the same thing.  I understand that Delphi is not the most common programming language, but you can do it with other things too - like curl, which is very easily interoperable with many different OS's and languages.

Hopefully, food for thought :)

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