In Excel I make an Analysis Services connection to a data cube. I would like to be able to show a user how current the data is by showing them when the last cube processing
You could use the CubeInfo procedures from the AS StoredProcedures project on Codeplex. You would have to deploy the assembly that you can download there to your server, and then define measures similar to those described in the WITH
clauses of the query at the bottom of the above referenced page.
All the source code of the stored procedures is available at CodePlex as well.