Many of us are not aware of the BI functionality in the other office programs like in Visio. And although I prefer the pivot functions of Excel you should take a look at these capabilities.
For example, I just created the following "drilldown"-chart from the AdventureWorks cube with just a few mouse clicks.
So you can easily visualize, filter and analyze your data using your Microsoft Visio environment.
If you are interested in more details about how to use Visio as your next OLAP client, you'll probably want to see this blog entry by Dinesh Asanka.