I'm not overly familiar with the law in the United States, but in Australia recent court decisions strongly suggest that it will be more difficult to prove copyright subsists in a database. See particularly the decision in Telstra Corporation Limited v Phone Directories Company Pty Ltd [2010] FCAFC 149 as well as the High Court decision in IceTV Pty Ltd v Nine Network Australia Pty Ltd [2009] HCA 14. The Australian law firm Freehills have a nice write up of the Phone Directories case at http://www.freehills.com.au/6854.aspx.

Distinct from copyright, a website owner may have an argument on the basis of contract that scraping data violates the terms of use you agree to when you visit a website. I'm not aware of cases in Australia that deal with the validity of such contracts but this may be something to discuss further with a lawyer.