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Does anyone know of a free or almost free source to download financial data of the S&P 500 constitutes? By financial, I mean revenues, profits, cashflow, dividends, margins, and also historical values. And the data doesn't have to be current.

XML or CSV format would be ideal. The idea is to upload this to a database so I can run my own custom screens as none of the stock screens out there meet all my needs.

I worked with Capital IQ on a project before, but they charge $800US for an annual membership. Honestly, I think that's a fair price, but if there's a less expensive althernative, why not?
Have you downloaded msnmoney's stock screener applet? I'm not sure if it will handle everything you want but I remember looking at it before and was disappointed there wasn't anything like this for Canadian indices.

I know I can screen online - what I never checked out was the ability to offload the info to a file.
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