Of course sometimes there is not escaping it - you do need to act as a browser and to follow links and read content dynamically, however this can often be avoided, and wastes a truckload of resources!
You can just send plain old HTTP requests (GET and POST) to website or API endpoints.
This is not only thousands of times more efficient, you often will find some already nicely structured data (JSON), which you can plug directly into your program.
A good way to start is to open the Chrome / Firefox developer tools, and click on the network tab. If you are using a dynamic application, you will be able to observe the requests and responses between your browser and the web app's server. Some of these responses probably contain the data you are after. Right click on a request - copy as a
curl command - and you are already half way there :-)