Capturing data from the web

I am new to arduino programming and not sure of what kind of codes to use. I need to send my data to the web using 1 ethernet shield and another to receive my data from the web. I have read and some use the twitterclient to do it. However, I am still unsure which is applicable to my programming.

Thanks in advance for your help and time.

What kind of data? What format is it in? What do you want to do with the data? Which Arduino are you using?

I am thinking of using either word or numeric value obtained from the sensors. The data obtained will then produced signal (but for testing, I am using LED as my indicator). I am using UNO and ethernet shield for this programming.