Many folks who use Reporting Services have asked me how to run reports independent of Reporting Services - typically from a Windows Form. They are then surprised and rather pleased to hear that we have infact added this capability into VS 2005 with the Report Viewer controls for Windows Forms and Web Forms. I just spotted a nice article covering exactly this - take a look at http://www.ftponline.com/vsm/2005_11/magazine/features/rjennings/ 

Also worth checking out the recent webcast on this http://msevents.microsoft.com/cui/eventdetail.aspx?eventID=1032284444&Culture=en-US