Thx for all your feedback, tips and suggestions! Many of them are on my TODO list.
Integrating more markets is probably the next thing I will be focusing on. Mt. Gox was just an easy and sensible first pick. However, before I include more markets, I would like to get in touch with the people running them about the best technique of doing so. Since I'm providing live-data on the website, the whole thing depends on having recent data available. Many markets only provide their trades over a webservice, which I would need to poll. I'm currently polling Mt. Gox at a rate of once every minute (@mtgox: I hope that is ok), but the software engineer in me finds that somewhat inelegant.
I noticed that jgarzik has done some work on a streaming real-time market data server already (
http://bitcointalk.org/index.php?topic=2519.msg34154#msg34154). So I will see to what extend I can interface with that. Maybe it's a good opportunity to standardize on some format for trade data and set up streaming servers of this sort at the various markets. I would assume, that they are interested in providing their trade data in the most convenient form and also reduce traffic from polling.
Another option I'm thinking about: I can't promise anything yet, but I might set up a gateway for those markets, who don't want to run a streaming server of this form. I can see how some markets might not want to bother with the effort, as it doesn't necessarily integrate easily into web applications. So I might end up polling them, but then provide the data over a streaming server. This way others, interested in the (then-sort-of) real-time data, wouldn't need to poll.
Well, those are my thoughts so far on real-time market data. :-)