I see this question a lot and was rather surprised there wasn't a how to. This is the most effective manner I've found to export to excel without excessive code or getting someone's dll/plug-in/etc. Some people don't like it because it uses adodb rather than ado.net.

CODE

Public Shared Sub DataToExcel(ByVal rTable As ADODB.Recordset, ByVal WorkbookLocation As String, ByVal WorkbookName As String)
        Dim oExcel As Object
        Dim oBook As Object
        Dim oSheet As Object

        oExcel = CreateObject("Excel.Application")
        oBook = oExcel.Workbooks.Add
        oSheet = oBook.Worksheets(1)

        rTable.Open()
        oSheet.Range("A1").CopyFromRecordset(rTable)
        rTable.Close()

        oBook.SaveAs(WorkbookLocation & WorkbookName)

        oSheet = Nothing
        oBook = Nothing
        oExcel.Quit()
        oExcel = Nothing
        GC.Collect()
    End Sub

This is the total basics. There are all kinds of modifications you could do. In this format you can send it any commands that you would as if you were working in a Excel workbook's VBA.

Auto Format all cells width:

CODE

oSheet.Cells.Select()
oSheet.Cells.EntireColumn.AutoFit()

Force save without overwrite confirmation:

CODE

            oExcel.DisplayAlerts = False
            oBook.SaveAs(WorkbookLocation & WorkbookName)
            oExcel.DisplayAlerts = True

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