Updating Excel From the Web: Really great article on Excel Web Queries. Users always want to get data in Excel for some reason. Web queries are a rock-simple way to let them do this.
Web queries essentially let Excel read data in from an HTML table. Excel can call a URL, parse the table that the URL produces, and load that as rows and columns. Additionally, you can get Excel to prompt the users for querystring parameters without doing any VBA, and using some extensions to HTML, you can format the data, add formulas, filter boxes, etc.
With Web queries, you can get a lot of client-side functionality for your Web app without doing a blessed thing, really. Microsoft really hit this one out of the park.