When using SharePoint Designer I found this link that stepped me through how to get it working:

http://spsolution.blogspot.com/2008/12/how-to-insert-data-source-in-sharepoint.html

That allowed SharePoint Designer to talk to Oracle, but when I placed a data view on a page it gave me the following error:

Error while executing web part: System.Data.OracleClient.OracleException: 
ORA-00923: FROM keyword not found where expected      
at System.Data.OracleClient.OracleConnection.CheckError(OciErrorHandle errorHandle, Int32 rc)     
at System.Data.OracleClient.OracleCommand.Execute(OciStatementHandle statementHandle, CommandBehavior behavior, Boolean needRowid, OciRowidDescriptor& rowidDescriptor, ArrayList& resultParameterOrdinals)     
at System.Data.OracleClient.OracleCommand.Execute(OciStatementHandle statementHandle, CommandBehavior behavior, ArrayList& resultParameterOrdinals)     
at System.Data.OracleClient.OracleCommand.ExecuteReader(CommandBehavior behavior)     
at System.Data.OracleClient.OracleCommand.ExecuteDbDataReader(CommandBehavior behavior)     
at System.Data.Common.DbCommand.Syst...       

09/14/2009 14:40:23.52* w3wp.exe (0x0FA0)                               
0x1A88 Windows SharePoint Services   Web Parts                                 
89a1     Monitorable       ...
em.Data.IDbCommand.ExecuteReader(CommandBehavior behavior)     
at System.Data.Common.DbDataAdapter.FillInternal(DataSet dataset, DataTable[] datatables, Int32 startRecord, Int32 maxRecords, String srcTable, IDbCommand command, CommandBehavior behavior)     
at System.Data.Common.DbDataAdapter.Fill(DataSet dataSet, Int32 startRecord, Int32 maxRecords, String srcTable, IDbCommand command, CommandBehavior behavior)     
at System.Data.Common.DbDataAdapter.Fill(DataSet dataSet, String srcTable)     
at System.Web.UI.WebControls.SqlDataSourceView.ExecuteSelect(DataSourceSelectArguments arguments)     
at System.Web.UI.DataSourceView.Select(DataSourceSelectArguments arguments, DataSourceViewSelectCallback callback)     
at Microsoft.SharePoint.WebControls.SingleDataSource.GetXPathNavigatorInternal() ...       

09/14/2009 14:40:23.52* w3wp.exe (0x0FA0)                               
0x1A88 Windows SharePoint Services   Web Parts                                 
89a1     Monitorable       ...    
at Microsoft.SharePoint.WebControls.SingleDataSource.GetXPathNavigator()     
at Microsoft.SharePoint.WebControls.SingleDataSource.GetXPathNavigator(IDataSource datasource, Boolean originalData)     
at Microsoft.SharePoint.WebPartPages.DataFormWebPart.GetXPathNavigator(String viewPath)     
at Microsoft.SharePoint.WebPartPages.DataFormWebPart.PrepareAndPerformTransform() 

I am mystified.