There is a third way to connect if you're on BI 4.x - the RESTful web services. They can be used with any programming language that can build HTTP requests and consume HTTP responses. The responses are in XML or JSON format, depending on how you set up the header on the request. The best thing about them is that you don't have to install any runtime/development libraries. However, the RESTful web services are still evolving so not all the functionality of the Web Services or the regular Java and .NET SDKs is available yet.
-Dell