Here's how I approach this:
I always create a custom subclass of NSXMLParser that will also be the delegate for itself. All of the parsing logic is self-contained within this class.
I create a custom object to store the information from within the feed. For example
Code:
<EventList>
<Event id="1">
<Name>Event1</Name>
<Time>Right Now</Time>
<Location>Somewhere</Location>
...
</Event>
<Event id="2">
...
</Eevnt>
</EventList>
In this example, I would create a custom object "Event" that would have properties for ID, Time, Location and wahtever else.
So during parsing, I would populate an array with all of these custom objects.
In my parser class, I would make that array a property so that it can be accessed from elsewhere.
After parsing, I take the array of custom objects that was parsed from the xml parser class. I then pass that array around to any view controller classes that need access to the data.
Edit: Of course my example is XML but this approach can be extrapolated to any type of format.