The document discusses various options for obtaining datasets, including finding existing datasets from sources like data journalism sites, academic sites, government sites, and lists of datasets. It also discusses generating new datasets by scraping data from websites or using APIs. While APIs provide structured governed data, web scraping allows retrieving any visible data but is more complex and customizable. Factors like robots.txt files, CAPTCHAs, dynamic content, and honeypot traps must be considered for web scraping.