I have toyed around with the Wikipedia dump -- in XML, downloaded through the provided torrent file on Wikipedia.
It took a bit to get accustomed to the format, but after looking at the files and doing a bit of research on the documentation, using Python with lxml made it relatively straightforward to do what I was interested in.
I'd recommend doing the same, only because it worked for me: get the XML dump, manually check out some files to understand what is going on, search for documentation on the file format and maybe read a few blog posts, and then convert the XML files to data structures suited for what you're interested in.