Pulling out data from MSAS cube

Hi friends,
I am new to MSAS world. I need help related to this. I want to pull data from MSAS cube programmatically. Only way I know is thru ODBO, but that won't help me in this case, cause I might have to drill down upto all possible intersections stored in MSAS (at least all of the stored members). Doing this thru MDX could be humongous thing, at least manipulating data taken out using ODBO.
I might be missing something out here. Can anybody help. It would also help if somebody can tell me if any other approach is poosible.

Thank you.
Abhijeet

Can you use excel as frontend?

Well, i m not sure about that part. All i have been told is to progrmatically i should b able to browse all data.

try to get data from OLAP in XML format and transform and display the data programmtically.....