There is a very nice article on how to export data to Excel using Visualforce. The only problem is that there is a known issue when using Internet Explorer that prevents it from working correctly.
Here is the workaround and I have asked our support rep to check on the status of the bug.
<apex:page controller="YOURCONTROLLER" contentType="application/vnd.ms-excel#FILENAME.xls" cache="true">
<apex:pageBlock title="Export Results" >
<apex:pageBlockTable value="{!results}" var="c">
<apex:column value="{!c.FirstName}"/>
<apex:column value="{!c.LastName}"/>
</apex:pageBlockTable>
</apex:pageBlock>
</apex:page>
