Microsoft "Data Explorer" Preview for Excel is an Excel add-in that enhances the self-service Business Intelligence experience in Excel by simplifying data discovery and access. It is available for Excel 2010 and 2013 from http://j.mp/XHZ2bf
After installing the add-in, you will see the new Data Explorer tab.
Selecting "From Other Sources" allows you to initiate the SharePoint
Select the correct authentication method (the only options are Anonymous, Windows and MS Online, OData source allows Basic auth also).
The SharePoint provider only seems to bring back lists.
Changing to the "From OData Feed" source and using _vti_bin/listdata.svc brings back all lists and libraries
A lot of possibilities with this as you can join queries together very easily as in this example where query 3 is the UserInformationList
Watch this video for a more detailed overview of what the Data Explorer can do...