Here are some things to keep in mind when doing internet data collection on your Pi projects:

• Wi-Fi uses a lot of power, so if you're running your project on a battery, you'll need to keep power consumption in mind.
• Use your robotics powers for good, don't build projects that do harm, collect information they shouldn't, or have other dubious purposes!
• Parsing out huge JSON or HTML responses can take a while on the Pi, so take a look at what you're getting if your project is running a bit slowly.