My basic hack to pull down all of my track history from Last.FM into XML and CSV. It even has resume/top-off functionality.

lastfm_fetch.py

import urllib
import UnicodeCSV
from xml.etree import ElementTree as ET

def ask_user(question):
    cont = raw_input(question)
    return (cont != "" and cont[0].upper() == 'Y')

apikey = '7b93d3395ddf82a0ae762a8d4f11981d'
fetchurl = 'http://ws.audioscrobbler.com/2.0/?method=user.getrecenttracks&user=%(username)s&api_key=%(apikey)s&page=%(pagenum)d'

username = raw_input('Username? ');
outfile = raw_input('Outfile? [tracks.xml] ');
if(outfile == ""):
    outfile = "tracks.xml"
pagenum = raw_input('Start page? [1] ');
if(pagenum == "" or int(pagenum) < 1):
    pagenum = 1
else:
    pagenum = int(pagenum)

xml = None

#Check for existing files
print "Checking for existing XML file..."
try:
    xml = ET.parse(open(outfile, 'r'))
    if(ask_user("There appears to already be an existing XML file.  Append to that file (y/n)? ")):
        if(ask_user("Shall I only pull records newer than the most recent existing record (y/n)? ")):
            maxuts = 0
            for t in xml.findall("recenttracks/track"):
                if(int(t.find('date').attrib['uts']) > maxuts):
                    maxuts = int(t.find('date').attrib['uts'])
            fetchurl += "&from=" + str(maxuts)
        else:
            if(ask_user("Are you resuming, and I should pull only older than the oldest (y/n)? ")):
                minuts = 1e10000
                for t in xml.findall("recenttracks/track"):
                    if(int(t.find('date').attrib['uts']) < minuts):
                        minuts = int(t.find('date').attrib['uts'])
                fetchurl += "&to=" + str(minuts)
    else:
        xml = None
except IOError:
    print "Not found."

if(xml == None):
    xml = ET.ElementTree()
    xml._setroot(ET.XML('<lfm><recenttracks></recenttracks></lfm>'))

rt = xml.find('recenttracks')

appending = False
csvhandle = None
try:
    print "Checking for existing CSV file..."
    csvhandle = open(outfile + '.csv', 'r')
    if(ask_user("There appears to already be an existing CSV file.  Append to that file (y/n)? ")):
        csvhandle.close()
        csvhandle = open(outfile + '.csv', 'ab')
        appending = True
except IOError:
    print "Not found."

#If we're overwriting, create the file
if(not appending):
    csvhandle = open(outfile + '.csv','wb') 

csvfile = UnicodeCSV.UnicodeWriter(csvhandle)
if(not appending):
    csvfile.writerow(['track','artist','album','timestamp'])

pagenum = 1
done = 0
while (not done):
    print "Fetching page " + str(pagenum) + "..."
    
    skip = False
    success = False
    while(not success and not skip):
        try:
            url = fetchurl % \
                {"username": username, "apikey": apikey, "pagenum": pagenum}
            print url
            curpage = urllib.urlopen(url)
            success = True
        except IOError:
            if(ask_user("I/O Error.  Try again? (y/n)")):
                skip = False
            else:
                skip = True
        if(curpage.getcode() != 200):
            if(ask_user("HTTP error " + str(curpage.getcode()) + ".  Try again? (y/n)")):
                skip = False
            else:
                skip = True

    curxml = ET.parse(curpage)
    print str(int(curxml.find("recenttracks").attrib["totalPages"]) - pagenum) + " pages remaining."
    newtracks = curxml.findall("recenttracks/track")
    for t in newtracks:
        rt.append(t)
        trackdata = {
            "track": t.findtext('name'), 
            "artist": t.findtext('artist'), 
            "album": t.findtext('album'),
            "timestamp": t.find('date').attrib['uts'],
            "playtime":t.findtext('date')
        }
        csvfile.writerow([trackdata['track'],trackdata['artist'],trackdata['album'],trackdata['timestamp']])
        print "Imported \"%(track)s\" by %(artist)s, played on %(playtime)s" % \
            trackdata
    
    xml.write(outfile, "UTF-8")
    
    pagenum+=1
    if(not success):
        if(ask_user("We had problems on page " + pagenum + ".  Abort (y/n)? ")):
            done = True

UnicodeCSV.py

#Taken from http://docs.python.org/library/csv.html#examples
import csv, codecs, cStringIO

class UTF8Recoder:
    """
    Iterator that reads an encoded stream and reencodes the input to UTF-8
    """
    def __init__(self, f, encoding):
        self.reader = codecs.getreader(encoding)(f)

    def __iter__(self):
        return self

    def next(self):
        return self.reader.next().encode("utf-8")

class UnicodeReader:
    """
    A CSV reader which will iterate over lines in the CSV file "f",
    which is encoded in the given encoding.
    """

    def __init__(self, f, dialect=csv.excel, encoding="utf-8", **kwds):
        f = UTF8Recoder(f, encoding)
        self.reader = csv.reader(f, dialect=dialect, **kwds)

    def next(self):
        row = self.reader.next()
        return [unicode(s, "utf-8") for s in row]

    def __iter__(self):
        return self

class UnicodeWriter:
    """
    A CSV writer which will write rows to CSV file "f",
    which is encoded in the given encoding.
    """

    def __init__(self, f, dialect=csv.excel, encoding="utf-8", **kwds):
        # Redirect output to a queue
        self.queue = cStringIO.StringIO()
        self.writer = csv.writer(self.queue, dialect=dialect, **kwds)
        self.stream = f
        self.encoder = codecs.getincrementalencoder(encoding)()

    def writerow(self, row):
        self.writer.writerow([s.encode("utf-8") for s in row])
        # Fetch UTF-8 output from the queue ...
        data = self.queue.getvalue()
        data = data.decode("utf-8")
        # ... and reencode it into the target encoding
        data = self.encoder.encode(data)
        # write to the target stream
        self.stream.write(data)
        # empty queue
        self.queue.truncate(0)

    def writerows(self, rows):
        for row in rows:
            self.writerow(row)