Recently, I was asked for advice on how to learn Excel macro programming. I'm not the expert, but I read sites and books written by folks who are. Here are some useful links.
Websites:
- An Introduction to User Defined Functions
- Chip Pearson's Website
- John Walkenbach's Website
- The Daily Dose of Excel, an Excel community blog
- Microsoft's Excel 12 Blog
Books:
- Professional Excel Development : The Definitive Guide to Developing Applications Using Microsoft(R) Excel and VBA(R)
- Excel 2003 Power Programming with VBA.
- Excel Add-in Development in C/C++
The last book is particularly interesting: it focuses on the C/C++ API to Microsoft Excel. Since Excel 5, when Microsoft introduced VBA and the Excel COM object model, this programming mechanism seems to have fallen out of vogue, but it is still being maintained, and represents a way to write really fast and secure Excel add-ins.