The abstract at the top of this article is great: "Using SQL Server, you can build a BI platform without getting your organization's top brass involved." Not that I condone you going off on your own to do work without any communication with others, but funding and starting a BI project can often get shot down when too many resources are involved. It might be just as likely is the approval to tackle a long project often gets bogged down because too many people and too many objectives are involved.
The release of SQL Server 2008 R2 didn't excite me very much because I have always been a core database engine person and this version mostly had BI improvements. I like the database engine, T-SQL, and working with OLTP systems. However I do see the value in building BI systems, and the enhancements made to the SQL Server platform, mostly in SSIS, SSRS, and SSAS with Powerpivot, mean that you can build an incredibly powerful application to work with business data without stepping outside of BIDS and SSMS.
A skunk works project is a great way to try out BI ideas, and make some useful prototypes that end-users can take advantage of. If you find that you have built something useful, then you can approach upper management with a request for more resources to build a better system. I would not go this alone, however, without at least getting some approval from your manager to spend time and resources to build something. I'd also be sure that you implement good security practices; after all, if you use production data, you need to be sure it is protected at the same level as the production systems.
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