I haven't worked with the Opodo feed, but a typical way to work with XML feeds is to import them into your MySQL database then keep the database updated nightly. This way you can be sure that the site will always respond to users queries, as you are storing a copy of the data yourself.
Integrating more feeds into the system becomes quite tricky due to the completely different ways in which different feeds are presented. You'll need to create you own standardised data structure, and manipulate the data in each feed to match this structure. Before you start working, take a really good look at the feeds you plan to work with, as there is nothing worse than realising something is not as you expected when you are half way through the job. Check them really thoroughly for inaccurate data, dead links, etc, as well as making sure all the fields you plan to use are present.
If you've not worked with feeds before, a good way to start would be to import one XML feed into your database, then try writing a few queries so see how easily you can manipulate the data.