Funny you should mention that. I use Excel+Python extensively and have developed my own plugin for embedding Python in Excel. Basically it lets me easily write worksheet functions using Python, and also with some multiprocessing magic lets me calculate them in parallel (which VBA doesn't let you do).

I was debating whether I should clean it up enough to share it (or maybe even sell it!). Seems like there's some interest in this, so maybe I will.