Officially supported protocols

REST: the Moodle REST server uses POST for parameters and XML for returned values. This server is not RESTfull.
SOAP: the Moodle SOAP server is based on the Zend SOAP server (itself based on the PHP SOAP server). Zend publishes a Zend SOAP client. The current server implementation doesn't work with Java/.Net because we didn't generated a fully describe WSDL yet. If you are working on a Java/.Net client, follow or participate to the tracker issues MDL-28988/MDL-28989
XML-RPC: the Moodle XML-RPC server is based on Zend XML-RPC server. Zend also publishes a Zend XML-RPC client.
AMF: the Moodle AMF server is based on the Zend AMF server. The test client can be found in Settings blocks > Site Administration > Development > Web service test client > AMF Test client.

PHP client examples

PHP client sample code can be downloaded on Github.