I want to issue MDX against a MSAS cube from a Java client. What connectivity approaches have proven to be reliable for this?
Check out http://mondrian.pentaho.org/. This is an OLAP sever with MDX/XMLA support. I understand that what you need is a client but check in the JSP examples that comes with the sever. One example involve MDX queries over XMLA and I think this should give you a start.
FWIW I'm using olap4j as the Java client against a MSAS server fronted up by msmdpump.dll. Seems so far to work OK.