Microsoft Report Controls
I've just found out by browsing the TechEd powerpoints that there's a new 'Report Control' in .NET 2.0, which can be used in Windows Forms and ASP.NET applications (so they are actually two controls ;) ), that don't require (but support) Reporting Services.
This means you can load a DataSet (or a collection of simple objects), and bind it to a report.
It's kind of what we have with Crystal Reports, but that instead of having a binary format for the reports, it's XML, which makes it very easy for us code-generation-junkies to create them.