Loop from another WP site onto mine

If you want to grab info right off the page you should use one of these options if you don’t want a plugin, the content can be returned and parsed as xml, rss, json or just html/text. This is the proper way to do this.

WordPress HTTP API: http://codex.wordpress.org/HTTP_API or
fetch_feed() ( for rss only).

ps. On side note I usually use simplexml instead of the built in rss wp stuff as it has way more functionality along with the HTTP API.

Also an alternative, though more troublesome way is to connect to the other database.