Just stumbled over this article, which might come in handy for our Microsoft Office users out there: "
Using Excel to analyze MySQL data" by Jason Gilmore explains how to set up the MySQL Connector/ODBC and connecting to a MySQL database using Microsoft Excel.
If you're a Linux user,
this article on NewsForge covers a similar topic, using
OpenOffice.org to connect to a MySQL Server.
Update: Thanks to Guillermo Roditi for pointing out that both links pointed to the same article - now fixed. Sorry about that.