I also find the Excel external data source feature handy. You can put your query into a view or select/insert into a transient table if view isn't possible for your query and slurp in up to 1 million records for excel 2010 (64bit is what I have) on my desktop. The insert into option is particularly handy sometimes when I have a query that isn't practical to run all at once and must be run in smaller chunks (with a not exists for pk in my transient table so no duplicates). From an excel template you choose Data > From Other Sources > From SQL Server

I think you can also have your query live in the excel file connection, but I haven't explored that.