Are you using Views 6.x-3.x or 7.x-3.x? If so, you can do a ton of the grunt work of stripping out views' default markup by adjusting fields' 'Style settings'. If you're using an older version of Views, Semantic Views does just about the same thing. One gotcha: If you don't want the default
wrapper around each field, you need to check the 'configure the field and label wrapper' option and set it to 'None' - that trips me up sometimes.
To adjust the other bits of markup around, for example, the entire view, or each row, you can copy the views template files (in the views/theme
folder) into your theme's folder, and modify them to your heart's content.
The reason Views creates all this extraneous markup is that it is trying to be all things for everyone. I find, a lot of times, that it's easiest (and barely helps performance or page load times) to just go with the default markup, unless I'm trying to do some advanced theming. There's a class for just about everything!
On another note – if you're trying to return just some data, in a format like JSON or XML or something similar, you'll want to use a different display type for views besides one of the standard 'Unformatted fields' or 'list' types...