Denis Gladkikh explains how to export to Excel from both WPF and Silverlight by using COM.
Data export from DataGrid to Excel is very common task, and it can be solved with different ways, and chosen way depend on kind of app which you are design. If you are developing app for enterprise, and it will be installed on several computes, then you can to advance a claim (system requirements) with which your app will be work for client. Or customer will advance system requirements on which your app should work. In this case you can use COM for export (use infrastructure of Excel or OpenOffice). This approach will give you much more flexibility and give you possibility to use all features of Excel app.