Have you read the terms and conditions that you agreed to as an advertiser?
They have some automated tests in place for screen-scraping. You will have your IP address temporarily banned for some time period. You will get a message in place of search results.
They also can ban your account if you do this repeatedly.
The only approved method for automating creation of ads and keywords is through the use of the API. And, unfortunately, there is an API quota that is serverly restrictive.
Certain kinds of "keyword research" seem to be impossible under the rules. If you check position, for example, in order to adjust CPCs to fit in a certain slot, then this is "automated screen scraping". Ditto to find competing ads, etc.
I have seen a few keyword programs which list competition, bid price, etc.
Yup. These were created before radical policy changes in November, 2005. At least one of these program's authors has been spotted complaining bitterly about the new policy.
And I have heard of many advertisers who create thousands of campaigns via automated tools.
Spend some time on the Google Group for API support, and you'll see the kinds of hoops they have to jump through.
While you do get more API quota based on money spent and number of accounts managed, and there ARE advertisers who created thousands of campaigns via automated tools, lively discussions on various schemes to conserve quota seem quite popular among those at all spending levels.