I know, the mind boggles - a developer writing about security...

While I was doing the research for this, I was startled by the number of articles on this topic that immediately talk about using MDX queries for dimension security. While MDX queries offer powerful fine-tuning capabilities for restricting access to data in Analysis Services, your first stop should be user roles coupled with Active Directory security groups and Dimension Data filters. Very straightforward and an easy starting point for locking down your cube.

 Here's a screencast walkthrough I did just to show how powerful a concept this is: http://channel9.msdn.com/ShowPost.aspx?PostID=350411