I have this, courtesy of Colt Kwong, that seems to work. (It's in VB, but hopefully that won't be a problem.) It assumes that you've got a DataGrid1 control that is configured to be data-bound, etc.

Sub Page_Load()
   DataGrid1.DataBind()
   Response.ContentType = "application/vnd.ms-excel"
   Dim tw As New System.IO.StringWriter()
   Dim hw As new System.IO.HtmlTextWriter(tw)
   DataGrid1.RenderControl(hw)
   Response.Write(tw.ToString())
   Response.End()
End Sub