Hi David,
>oApp.workbooks(1).sheets(1).cell(x, y) = {somevalue}

With oApp.workbooks(1).sheets(1)
  .cell(x, y) = {somevalue}
endwith 

or 
loSheet = oApp.workbooks(1).sheets(1)
loSheet.cell(x, y) = {somevalue}

should help a bit if many cells are to be filled.
The marshalling across COM can kill you there.

Calling a vfp dll from excel (in process then)
might help also a bit. If you really need
programmatic filling, perhaps generating a excel
vba script (with the correct values) from vfp
and then running that script directly from excel
might be faster - do a small benchmark yourself <g>...

HTH

thomas

>Doing it this way gives me the control I need over multiple sheets but is MUCH slower than COPY TO {ddd} TYPE XLS.
>For example, are their some properties of the excel object I can set to speed things up?