Limitations on client-side 3rd party querying? (JavaScript/AJAX)

What are the limitations on having a client query 3rd party URLs (ones wit开发者_如何学Ch different domains than my site)?

Would I be able to make their browser query another site "behind the scenes" and send the response to me?

Would I be able to make them store a cookie from that site?

The reason I want to do this all is because I want to basically use another site as an API, even though they haven't written one. In case you're wondering I do have permission to fetch from this site.

The reason I wanted to do it client-side is for speed reasons.. If my server doesn't have to do all the queries then things will go faster for my users..

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You're not allowed to make XHRs to other domains.

Two options:

• Use a script tag, or JSONP http://en.wikipedia.org/wiki/JSON (they must support it)
• Create a proxy to the other server through your own server.