I understand that I can use VBA code to call SharePoint web services and
get that data into Excel. I was wondering if there's a more direct way
using Office/Excel objects to do the same thing. Seems like depending on
how you go about things, Excel uses a couple of different mechanisms to
get data from SharePoint.

So far I've identified the following:

1. Use Excel VBA code to call SharePoint's Data Retrieval Web Services.
2. Export a list from SharePoint to Excel which uses a iqy file.
3. Use Excel's Data Import feature which uses a data retrievel service
definition (UXDC file) and Excel's ActiveWorkbook.XmlImport method. (I
haven't found documentation for this methods explicit support for UXDC
files.)

What I want to do is aggregate data from multiple SharePoint lists
inside Excel and really just want to know which way is the best way to
do this.

Thanks,
Jay