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>