A recent article on ZDNet from Jamie Yap, SaaS integration costly and challenging, is very informative and accurate if incomplete.
She cites several IDC authors that point out that even when a SaaS vendor offers access, that access if often non-standard protocols (read proprietary) or that security is spotty or not quite good enough to meet the enterprise standards. All these lead to "software as a headache".
She also mentions that "integration as a service" is a growing trend where companies are offering integration services as a "middleman" such as Boomi, Informatica and CloudSwitch.
Her article is however incomplete and not her fault because we are new on the scene. Here is the section she might have added if she only knew.
There are vendors that offer SaaS for ERP, BI, CRM and Portal, that also offer integrated Platform as a Service features such as Per Tenant Customization and an Enterprise Service Bus with industry standard Endpoints for all the SaaS application methods and data with full WS-* standards compliance. This small number of vendors can avoid the Sofware as a Headache when integrating not only with their own data and methods, but with your legacy enterprise data and applications, much the same as you would with your own internal SOA Initiatives, but with the SaaS solutions on a par.