what kind of data do you want? real-time? or end of day? If you just want end of day data, it is simple. Just write a script that collects it in the middle of the night and stores it in your database. I don't think they mind at all if you just do it once a day for all of the stocks - I know people who have been doing it for years. They use this:

http://www.gummy-stuff.org/Yahoo-data.htm

If you want real-time data, good luck. It will cost you.