To be clear, I am talking about scraping data publicly available to anyone without having to log on to a website or become a member.
EDIT:
I just came across this article on the subject and found it interesting. Not sure how definitive or up to date it is (posted in 2013).
http://www.bna.com/legal-issues-raised-by-the-use-of-web-crawling-and-scraping-tools-for-analytics-purposes