Actually, let me clarify something. Yes, you can integrate your own aspx pages. A good example is in DNN itself. See RSS.aspx. I've actually done this in a number of situations. The trick is to Inherit from Framework.PageBase and make sure the your siteurls.config rules don't interfere with your request. Within these pages you can access intrinsic DNN objects (my comment before were true for ASMX files becuase Url rewriter explictly checks for ASPX and AXD extensions - I belive). In our system we have a number of ASPX pages like this, but they are mostly used for small pop-up windows and requests that don't generate a UI (like RSS generation).

If you want to make these file share the look and feel as the rest of your portal, then you have some issues. Look at the implementation of default.aspx and see how skins and modules are injected. To get matching look is tough, especially in a shared portal environment.

I still think OpenSmartModule is a nice solution for quick development that doesn't require a custom module but still needs to integrate into DNN.

Yes, if you create a core User Control as an ASCX that does not use any DNN specific functionality, you can use this ASCX as a component in a DNN module and in other sites.

Think of OpenSmartModule as a generic DNN Module that simply hosts ASCX User controls within DNN.