Here at my company, we also have a "shared services" atmosphere as well as feircely competitive separate revenue producing companies each having a DW in various phases of completion. However, we have succeeded in unifying the hardware, database, ETL tool, and end-user tools with a corporate standard.
I work for shared services, and we have unified claims transaction and warehouse systems. Policies differ across products and companies, and some companies work through agencies while others are mass marketed like credit cards.
Other places I have worked had worse situations, similar to yours, for instance. At one large financial corporation, the only shared data was customer information, and that was standardized due to the need to apply customer privacy preferences across the enterprise as well as by Marketing's desire to cross-sell.
I think you may find that you will have significant ROI for shared customer info, but may be better suited to give the clickstream data directly to each division for their own preparation and digestion.
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The trouble with doing something right the first time is that nobody appreciates how difficult it was - Steven Wright