Either it’s a web or desktop application, users have tools that they use and as developers we should make working with these tools easier.
Most users use Excel in their daily life when working with data. I think when the option to actually generate an excel file is available we should make use of it for their sake. Some will say that csv files do the work but in my experience it might work but it’s not always the best. Simply because some users don’t know how to open the csv files. We can’t assume the level of comfort of our users.
As for the ability to generate Excel files, please look into EPPlus at http://epplus.codeplex.com/. I started using it and it’s simple enough that you don’t need much time to learn it before using it. I might give some examples in the future on how to use it.
It might be easier to stick with csv files or simply have no export functions but helping users should have an higher priority.