Getting data into AmiBroker is very easy, even if you only use the standard AmiQuote or Ascii import wizard features. What is really excellent however, if you can write VBScript or javascript (and I know there a are a lot of us computer geeks on here) is the OLE automation interface, which pretty much allows you to do anything you want with it. You just don't have the sort of hassle JonnyT is having with closed programs and data formats.
I've done quite a bit with AB now and with some effort you really can make it into quite a sharp tool. I now use it exclusively for EOD and real-time charting, and EOD and intraday backtesting, and have stopped using a lot of other stuff I have, including Sierra.
It's a shame that the demo version doesn't let you save anything, as this doesn't really allow you to test all the capabilities of the program, and this combined with the poor structure and content of the documentation discourages people from finding out what it can really do.
If anyone has any questions on AmiBroker please fire away (maybe on another topic or by PM) I'll be happy to help.
KenN