Then you can go with combination of the 2 approaches I've suggested in point 1. You will have to have strong understanding of CRM SDK to get this done though.
Now from these 2 approaches, in my opinion, it is always wise to go with a Proxy component 'cause it will be more reliable to use a Proxy component than Script.
Also with Proxy you will be able to cache your results, you can have fine level of control on how the calls/connections are made to CRM, you will be able to pre-process business data before they reach to your ASP page.
However, all these will come at a price of performance, 'cause you will add another layer between CRM and your ASP pages.
BTW, out of curiosity is there any specific reason you are going with ASP rather than ASP.Net?
Regards,
Chinmay