Well you may need to embed a browser inside your application. You can use something like an WebkitWidget. Like any other GUI controls e.g. buttons, textbox etc.. that Webkit widget can be embedded inside your application. That Webkit Widget will give you a browser functionality.
In Microsoft Windows there are ActiveX controls which are sometimes GUI. There used to be an ActiveX control for Internet Explorer, Office, that you can embed in your windows application.
In general I may prefer to write my application ui in a more GUI friendly framework (QT, GTK, etc..) using a language that mathematica supports (C/C++). I will take inputs from that UI. I will use Mathematica as a computation backend which will then produce a CDF, I will save that CDF in some temporary directory and show it in my applications embedded CDF viewer. So I will give better packaging for my application as well.
On the other hand if I can embed the widget anywhere I can somehow integrate it with the Webkit Engine as well if I get both of them in the same platform. Webkit is the same engine that chrome and safari uses. Even if it takes time to produce an official CDF plugin, it will still be possible to create a custom browser by the community. That codebase can latter be used in the official Mathematica plugin.
