Hello -
If you would add Excel .iqy - Web Query support, I believe it would be extremely useful. Rather than having to create an ODBC connection, it would be preferable to query through the existing web service, and access permissions that go along with it.
SharePoint has this functionality - They call it "Export to Excel" from Lists/Libraries, but it's actually not an export, it's a link to the list or list view being exported, which can be refreshed at will from Excel.
Pretty please, add support for this.