When I am dealing with an a priori known XML content, I am often writing my own parser and most often writing my own code for exports (as mentioned by J below). By "a priori known", I mean that the structure is well defined, regular, that I know that there is no special/tricky case, no special chars, etc, which is often the case when documents comes out of another computation engine of some sort (and never the case with web pages!).
Now it's worth reading this thread on Yair's blog and in particular some comments/answers at the bottom, e.g.
" @James – DOM is normally used for small XML models; SAX is usually better for large models that can be processed sequentially. There are numerous SAX parsers available online that you can use in Matlab. Perhaps the most widely used open-source XML parser, which includes support fro both SAX and DOM, is Xerces, which is already pre-bundled in Matlab (take a look at the %matlabroot%/java/jarext/ folder), so you can use it in Matlab out-of-the-box. Other well-known XML support packages, namely Xalan and Saxon, are also pre-bundled. "
