I use jQuery for this. Here is a good example:
(EDIT: Note - the following blog seems to have gone away.)
http://blog.reindel.com/2007/09/24/jquery-and-xml-revisited/
There are also lots and lots of good examples in the jQuery documentation:
http://www.webmonkey.com/tutorial/Easy_XML_Consumption_using_jQuery?oldid=20032
EDIT: Due to the blog for my primary example going away, I wanted to add another example that shows the basics and helps with namespace issues:
http://www.zachleat.com/web/selecting-xml-with-javascript/