I've been playing around with Oracle Data Integrator, formerly Sunopsis. It is primarily an ELT tool rather than an ETL tool.

To be honest, most of the SSIS packages I've seen lean strongly towards ELT with the capabilities of SSIS really managing workflow more than transforms.

If you are going to do a lot of ELT then SQLCLR makes a lot of sense but maybe you would have an explicit staging DB and possibly server for ELT type work.

In terms of SQLCLR calling a web service. Possible but why would you? I have seen the results when a decree from the padded cell of the ivory tower insisted that all interactions with all databases be via web services. RBAR madness ensued and it demonstrated how to load 3,000 records in 30 minutes.

If you are nervous about SQLCLR per se then I would work through http://www.sqlservercentral.com/articles/Stairway+Series/104406/. I learned a lot from the series and it put to be some of the myths surrounding SQLCLR.