It can be time consuming, but it really depends on your requirements. Linking to the CRM web service from a web site is not terribly difficult, most of the time will probably be spent setting up error checking, etc. Also, if the web site users
need to be authenticated before you let them export data, create new data, etc., that can take some time to develop and test.
So, the short answer is no, it's not too difficult. The long answer is...it depends. :)