I find it amazing that I had to write an add-in to do this in one step.  In Office 2003, MS Query was the only game in town for getting data from SQL into a PivotTable. Office 2007 arrives and gives us more options, each one taking six or seven more steps to do the same thing.  This would be bad enough, except it creates an ugly, less functional PivotTable.

I'll put the add-in on codeplex later this week and update this post.  If anyone wants to see where the future direction of pivot tables lies, take a look at what tableau software is releasing.  Hopefully the PM of the pivot table doesn't use Mike Arcuri's playbook and release an uglier and even less functional pivot table in office 2010.

EDIT: http://sql2excel.codeplex.com/

-Josh