I just had to profile MDX queries sent to SSAS from some client. Office Web Components (that are used in the cube browser of Management Studio) in many circumstances send a lot of MDX queries, increasing roundtrip between client and server, resulting in bad performance in tables with hundreds of rows (crossjoin between 3 attributes on rows and one measure on column).
I was very worried, until I saw the clean and beautiful MDX query that Excel 2007 send to Analysis Services 2005 to get the same results: great performance, a hand-written MDX query has the same performance (WARNING: this is not a benchmark but a small test on a very limited set of queries).
This week the Beta 2 of Excel 2007 could help me to make some customer happy...