My buddy Wayne just brought to my attention a white paper that came out just a year ago from Microsoft that describes how to design SSAS 2005 cubes for use with Excel 2007. I'm posting it here for my own future reference. Here is the description:
Overview
Microsoft Office Excel 2007 takes advantage of most of the features in Microsoft SQL Server 2005 Analysis Services. To take full advantage of these features, it is important to keep in mind the end-user experience in Office Excel 2007 when you are designing cubes.
This document outlines how you can create a good end-user experience by optimizing the cube design for Office Excel 2007 PivotTable dynamic views.