>When I bring up a resultset in a query window in 2005, what is the easiest way to get that into an Excel file. Right now I copy and paste the data, but it doesn't bring the column headers with it, and I am colossally lazy.

Under your Tools\Options menu, in the Tree choose Query Results\SQL Server\Results to Grid, check the "Include column headers when copying or saving the results". Maybe even some of the other options there might do what you want better.