>What is the safest way to return a cursor from a web service so that it can be used by any? XML?

I'd say so. Using XML means that any client that supports XML (which reall means, any platform that supports text) can parse your data.

>If you use XML, how can you easily convert it to an ADO recordset for VB or a native VFP cursor in Fox?

There are quite a few ways to do this. ADO can typically load from an XML file easily. In both enviornments, you can use the DOM parser to read data into a cursor. In VP7, you can do XMLToCursor() dpending on how nice the XML is. If you use CursorToXML() on the server, XMLToCursor() will bring it back fine. With .NET, the XML Text Reader makes quick work on reading XML, so whatever the environment, XML support is pretty good, and is always getting better.

>Or would you return specific types depending on the consumer?

Eh... unless you have a specific reason for doing this (like atronomical performance advantages), I'd try to keep my componetes standard.