John R. Durant's has a great blog post about accessing SQL Azure data via Microsoft Excel 2010 on the MSDN blogs. By following these steps you’ll be able to: 1. Create an Excel data connection to a SQL Azure database 2. Select the data to import into Excel 3. Perform the data import All mistakes herein, if any, are my own. Please alert me to potential errors. You need to be running Excel 2010 (post-Beta 2 builds) for these steps to work properly: 1. In Excel 2010 select Data tab on Office Ribbon. Choose Get External Data and then press From Other Sources. In resulting list select From SQL Server 2. Data Connection Wizard launches. Add server name (for SQL Azure), user name, and password. Then press Next 3. wizard will then let you choose table or view. Choose a table or view and press Finish 4. Import Data dialog lets you select where you want data to land in Excel. Choose a location and press OK 5. designer will display your tables. You can close designer after adding the tables.
Now, user can work with the data just as with any other collection of data in Excel. Excel can save your connection information as a *.odc file so that you can re-connect any time.