I've just now created a forum post http://drupal.org/node/809594 on this topic. All my fooling around with Ajax, AHAH and curl have paid off. I have a functioning module that uses the Citysearch (CityGrid) Search API. I daresay it won't meet all the standards for contributed code as I've never contributed a module before. I would like to spend more time on styling it and error handling, too. I would also like to include the two additional APIs available from Citysearch. If there is any interest in this please let me know. It would be nice to get feedback before I actually add this to my production site.