I hurriedly wrote the post last night but did not have time to explain why.  My own little cliffhanger!

My part needs to get data from an XML file, both in “regular” mode and in “tool pane” mode. I figured that I could put the file in the ASP.Net application cache and grab it during On_Load(). This seems to be a bit different -- rather than having declared controls that show some data, I have data that defines the controls. This doesn't seem to match up well with the WebPart model.

So, I moved the XML load routine to On_Init(). But, a valuable lesson learned.