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Sometimes I want some country data not available from CountryData. And issuing things like:

WolframAlpha[ToString[#]<>" | whatever data", 
             {{"Result", 1}, "ComputableData"}
            ]&/@CountryData["Countries"]

is both incredibly slow and I'm sure to hit my daily API limit.

Can I do all these requests in one go?

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1  
This does not help with W|A specifically, but I wanted to mentioned asynchronous tasks (new in v9) if you haven't seen it yet. It makes parallel downloads possible (which would still not help with the API limit if one would use with W|A, but it would at least speed things up). –  Szabolcs Jan 21 '13 at 3:18

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