I have an xml web service to consume in my DNN installation, here there is nothing to do with to my DNN database, it's just interacting with web services.
Is it better in this case to develop Module, Control or SkinObject ? which is best? and what's the difference ?

Thanks Sebastian.
But what I mean by controls those dnn controls which are located in the controls folder in the root dnn installation.
My point is the service is interactive not only showing data, but also collect input from user.
You're right about skinObjects and dnn controls , I have to use them in my skin.
But, Is it possible to create a module without tables ? 

Thank you very Sebastian, I'll try that .