I keep losing track of these things so I'm going to just put all the links here:
Building a Project Server PDS Extension with dot net.
I used to have a link to the code for the "Export Timescaled Data to Excel" add-in, but I can't find it right now.
[Update: Here it is Download Timescaled Data Source Code]
Any of these links lead you to the MSDN documentation. I suggest you browse around the other topics while you are there.
