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[xml-dev] storing XML files

Dear All,

I am given to make a decision for which I don't have enough experience and
knowledge, so I am addressing you for an advice.

The general idea is storing several different data feeds, which arrive in
XML format into a database. The data feeds can be very different (stock
quotes, weather report, events information, daily news, horoscope, ...) and
we receive them in XML format from different sources.
Further, they are displayed on the WAP site, according to the search
criteria of the user. Example: (select all the movies today in Amsterdam or
show me the horoscope for THIS sign).
After certain time the data feeds expire. 

Ideally, I would like to transform all of those different XMLs into some
format, from which sql output can be generated.
I have though of SQL because the current database of use by the WAP site is
SQL Server. The information is accessed through ASP files and store
There is a slight possibility that the customer moves to Oracle, so my
solution shouldn't be database provider dependent.

I have many, many questions, but the most frightening once are:
Is it smart to develop a generalized format into which all those data feeds
will be transformed (I hope an XSLT is a good tool to do that)? Or, I should
deal with them individually?
Can I apply XSLT on my XML data feeds and directly produce SQL statements?
Has someone already developed an XML2SQL transformation tool? Just a flat
table solution or I can also capture relationship information?
Is it the right thing to save those XMLs in to a relational database or
shall I explore the native XML databases?
Is there an existing DTD for SQL or that makes no sense to you?
My system should be flexible enough to accept new kinds of data feeds ...

Hope, I made my worries, doubts and knowledge holes clear. 
Any suggestion is welcome.