Well, most of the applications would use at least one tier between the front end and the backend for many reasons like maintainability, scalability etc...
Approach you are going to take mostly depends on what kind of logic you are going to implement and how you are going to handle multiple users etc...
First you might want to look at various development methods/patterns etc... and get started with a simple application and build upon that.
Some faqs (
WebServicesFaq,
OO Patterns FAQ) you might want to have a look at first.