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Your analysis is spot on. Aside from possible performance benefits, there is no reason you can not just use HTTPService.
Flex is actually very flexible in providing a variety of different ways to load external data.
For background on all the non-FDS options for Flex to load external data, following is a link for a Jeff Tapper article that does a good job comparing and contrasting 6 options (note: the article is from the Flash era but is still relevant to Flex 2):
Relevant references in the Flex 2 docs for what Jeff refers to in his Flash article are:
LoadVars (replaced in AS3 with URLLoader and URLVariables classes)
Socket and XMLSocket (new in AS3!)
Capability and Performance with Web Services/Remoting
I don't know if you had seen the following "Flex Quick Start" on "Handling data: Loading external data with HTTPService":
Also, fyi, there is a third party company providing a .NET solution:
Ditto. I use HTTPSercice exclusively, if I own the back end. It is fast, simple, non-proprietary, etc.
There may be some theoretical performance gain to using AMF, but my experience tels me that HTTPService is blazingly fast. You can compress the data if you need to squeeze a bit more speed out of huge payloads.
HTTPService is a bit faster than SOAP-based WebService.
I frequently use HTTPService (or WebService) for my own demos and examples. Amazon.com for example, allows you to write your own front-end using their REST-based web service. You send an HTTP request and get an XML document for a response. Flickr is similar.
If your server provides a SOAP interface you can use the Flex WebService. You don't need RemoteObject unless you need faster performance and you control the server. At some point, I'm sure folks will provide RemoteObject access to their services as Flex gains popularity.