Hi Andrew,
To do what you are wanting, I am pretty sure that it will require code. What you will want to do is create another secondary data source with a schema to suit your UI needs. Then, build the UI off of this, and once you are ready to submit the CAML to SharePoint you will need to write some code to copy the values from the "pretty" schema into the CAML formatted schema. It's a little complicated, but this is the general idea.
If you have any more questions or run into any problems, let us know! It seems like this question gets asked a lot so I might extend the Add List Items to SharePoint HowTo to cover "prettying up" the way the UI looks. Anyway, good luck!
Matt Faus / Microsoft InfoPath MVPQdabra® Software / Streamline data gathering to turn process into knowledge