Parsing XML data from a website?

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*Actually found this
Parse XML to Extract Weather Data from Web - Interfacing - Arduino Forum
Which is probably where I need to start*

I am new to the arduino platform and I was thinking about making a little project to learn from.

Basically I want to pull weather data from an XML page on the internet and display it on an LCD display. I have some experience with a PIC24 but am completely new to Arduino and was hoping to get some guidance.

I basically want to pull a simple weather.gov XML page using the wifi shield.
NOAA's National Weather Service

Parse the temperature, and then display it. The XML looks fairly simple:

<?xml version="1.0" encoding="ISO-8859-1"?> 
<?xml-stylesheet href="latest_ob.xsl" type="text/xsl"?>
<current_observation version="1.0"
	 xmlns:xsd="http://www.w3.org/2001/XMLSchema"
	 xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
	 xsi:noNamespaceSchemaLocation="http://www.weather.gov/view/current_observation.xsd">
	<credit>NOAA's National Weather Service</credit>
	<credit_URL>http://weather.gov/</credit_URL>
	<image>
		<url>http://weather.gov/images/xml_logo.gif</url>
		<title>NOAA's National Weather Service</title>
		<link>http://weather.gov</link>
	</image>
	<suggested_pickup>15 minutes after the hour</suggested_pickup>
	<suggested_pickup_period>60</suggested_pickup_period>
	<latitude>33.78</latitude>
	<longitude>-84.52</longitude>
	<observation_time>Last Updated on Nov 24 2014, 8:53 am EST</observation_time>
        <observation_time_rfc822>Mon, 24 Nov 2014 08:53:00 -0500</observation_time_rfc822>
	<weather>Fair</weather>
	<temperature_string>64.0 F (17.8 C)</temperature_string>
	<temp_f>64.0</temp_f>
	<temp_c>17.8</temp_c>
	<relative_humidity>84</relative_humidity>
	<wind_string>Southwest at 6.9 MPH (6 KT)</wind_string>
	<wind_dir>Southwest</wind_dir>
	<wind_degrees>210</wind_degrees>
	<wind_mph>6.9</wind_mph>
	<wind_kt>6</wind_kt>
	<pressure_string>1008.0 mb</pressure_string>
	<pressure_mb>1008.0</pressure_mb>
	<pressure_in>29.78</pressure_in>
	<dewpoint_string>59.0 F (15.0 C)</dewpoint_string>
	<dewpoint_f>59.0</dewpoint_f>
	<dewpoint_c>15.0</dewpoint_c>
	<visibility_mi>10.00</visibility_mi>
 	<icon_url_base>http://forecast.weather.gov/images/wtf/small/</icon_url_base>
	<icon_url_name>skc.png</icon_url_name>
	<ob_url>http://www.weather.gov/data/METAR/KFTY.1.txt</ob_url>
	<disclaimer_url>http://weather.gov/disclaimer.html</disclaimer_url>
	<copyright_url>http://weather.gov/disclaimer.html</copyright_url>
	<privacy_policy_url>http://weather.gov/notice.html</privacy_policy_url>
</current_observation>

I did some googling and found that a lot of other people used some sort of PHP script or Java script to parse the website onto their computers webserver, access the data through the arduino and then display it but i'd prefer to have it access the data from the arduino.

Just curious to what everyones thoughts would be and how difficult this would be to do.