This thread is well-timed!

I am using this http://www.iqfeed.net/ for historical and real-time data for futures and forex. I pay about $120 per month.

It would be cool if they or any other data vendor started supporting BTC data feeds from at least mt.gox (other exchanges are welcome).

I could pay $3-5 USD per month to get a quality feed and hook it to my frontend. I realize though that when bitcoin trading generates more bandwidth (large chunks of data) the price would go up.