I've got a solution to my reporting problem that I discussed previously. What you do is save your Word document as WordML, then rename it to an .xslt file. Put in some magic XSL statements, combine it with your XML data using msxsl and then you've got a Word document with your data in. You can save as RTF, or convert to PDF using any one of a number of utilities. You can do the same with Excel if you want a more tabular format.
The clever bit is to automate the putting in of the XSL statements so that your end user can put pseudo field codes (as you do with mailmerge) into a Word document and some sort of parser spots them and puts in the corresponding XSL to fill in the data.
That's the bit I've got to work on next.