Tom Igoe’s blog code, circuits, and construction has posted a tutorial on how to log data from your Arduino and put it into your platform or format of choice. As Tom explains, there’s a few common pathways once you’ve read a sensor or accepted some other form of input:

• Serial transmission to a personal computer, and serial capture to a file.
• Saving data to an SD card mounted on the Arduino.
• HTTP upload to pachube.com via an Ethernet shield or Ethernet Arduino.