I've written what you are talking about for my own personal budgeting (http://www.allocateapp.com). I've never taken it into full production for the same reasons that you are mentioning. It currently supports my banks and anything OFX and works great. But something like Yodlee is what is missing to make it production worthy. It is too expensive for what I want to charge. I'd like to talk to you more. Send me an email - jason@jasonfunk.net