First, the recent posts about eye-fi have nothing much to do with camera capabilities as the memory card is doing it all (i.e. CHDK isn't needed for an eye-fi cards to work, but you may want to run a CHDK script to keep your camera shooting the way you want).
Other things mentioned in this thread are rather old (but they do work and are a lot easier to experiment with now that we have the eventproc script interface). My old demonstration somewhere above basically worked by setting the camera to run a script to shoot a lot, hacking the camera to make PTP USB transfer from camera to PC work in REC mode (instead of just PLAY mode) and having the PC constantly poll the camera for new files via USB.
My problem was that I wasn't able to upload anything (even simple commands) to the camera in order to control the script in any way. This has recently been cunningly resolved by having CHDK add some custom functionality to the camera's PTP interface in order to enable commands to be sent and data to be transferred, see
http://chdk.setepontos.com/index.php/topic,4338.0.html.