Custom Report Objects

I was wondering if there was anyone out there that has created custom report objects.

I am looking to create a component which can be used to pull demographic information from an external datasource (XML Web service or even a direct to database call). I am interested in then allowing survey creators to use this component on their reports to embed the result of the calls.

I am not seeing any documentation when it comes to creating custom report objects, but I did see it mentioned as one of the features in the developer toolkit.

Thanks for any advice,
Chris