Mosha just announced the availability of a new tool he wrote called MDX Studio:

MDX Studio is tool which helps users of Microsoft Analysis Services to analyze complex MDX expressions, monitor performance characteristics of MDX queries and get insight into how MDX interacts with other UDM features such as attribute relationships. MDX Studio provides unique visualization representation of MDX expression and allows the user to interact with different stages of MDX execution.

 The tool itself can be downloaded here.