I've noticed that while Excel Services does support quite a few OLE DB and ODBC connectors, to e.g. SQL server, OLAP, Oracle and so forth, there's no direct connector for SharePoint lists.
PowerPivot, Analysis Services, Reporting Services and such are obvious alternatives - and the best way to move for any substantial data set - but for small and simple lists, it would be fantastic to have a direct connection.
So the question here is: Am I missing something in my assessment? Is there simply no connector in there by default?
I did test with one of the default providers for Excel: Microsoft.Office.List.OLEDB - and that works just fine for the client app, but even after adding that to the Excel Services trust list, the most productive error message (in ULS) I've gotten is along the lines of "Provider Microsoft.Office.List.OLEDB is not supported".