Be sure to check out the 2 hours worth of video as well as the references!. The webinar introduces API calls and compares / contrasts them to a browser call / Web scraping. It also covers a ton about pluses & minuses between the two.
I use Fiddler to help monitor network traffic. Check out my videos on Fiddler for monitoring Network Traffic. They can really help understand what is being sent from the Apps / Website so you know what you need to replicate.
Here is a link to my AutoHotkey API Syntax writer. It can save you significant amount of time writing your AutoHotkey Code!

If you're new to web scraping, API calls, and http protocol, this is a great discussion you need to see!
Web scraping, APIS and HTTP Traffic
If you're trying to use URLdownload to Var, WinHTTPRequests, or automate Chrome, this is a great overview of the high-level principles of what you're doing and different approaches.
In most of the below examples I use the below function I wrote to parse the parameters. Please make sure you add it to your scripts!
Example API Calls
- FullContact- Company & Person lookup
- Clearbit- Contact Search
- Data24-7- Return email address for a mobile phone number
- reddit- Return top 20 AHK posts from Reddit; avoid oAuth2 by leveraging browser cookies!
- SmartSheet- Extract JSON as well as binary data (CSV)
- OpenWeatherMap- Grab the current & forecaster weather conditions in XML or JSON
- Yahoo Query- Play with the highly-flexible Yahoo queries!
- Yelp- Work through oAuth1 & oAuth2 to connect to the Yelp API
- Zillow- Extract some great Real estate data from the Zillow API
- Zoom- Vendors often offer APIs to access your data. I demo connecting to Zoom.us here.
- Google Maps– I work through 4 APIs: Directions, Timezone, Places, and GeoLocation
- RingCentral- API Calls (Automate Texting, calling, etc.)