Microsoft have kindly provided a white paper which gives the basics for getting a sales order into AX.
At the moment that's going to be the largest volume of data I'll need to process.
Luckily I found someone had already ironed out the gotchas for the white paper, saving a bit of time.
Once they were out the way it seems a more flexible way to get data in and out and if you've experience of AIF the terminology is familiar in 2012.
I keep seeing references to WCF in documents and in AX which leads me to think it's WCF "under the hood" driving the messages.