Visual Studio 2008 has great Office 2007 integration with the ability to essentially open an Excel worksheet from within VS and add C# code as if it was a Windows Forms application. Just today an acquaintance asked how to pull data off the web and bring it into Excel. There are many different techniques, but here is one simple method in which you create a Web Service, then call the web service from within Excel using C# and put the data in a sheet (in under 5 minutes).
Sample Code: PullWebServiceDataIntoExcel.zip
Note: This is my first attempt at using screencast.com, which is quick easy way to post Camtasia videos online. The direct link to the video is at http://www.screencast.com/t/dLt6QXTFA