Microsoft has 2 white papers showing how to connect Reporting Services to SAP BW and Essbase here:
http://www.microsoft.com/technet/prodtechnol/sql/2005/UsingRSwithSAPNetWeaver.mspx
http://download.microsoft.com/download/4/7/a/47a548b9-249e-484c-abd7-29f31282b04d/UsingSSRSandESSbase.doc
I've done quite a bit of work with Reporting Services and TM1 and posted some examples to the Applix forum; do you think Microsoft would publish a whitepaper for TM1 if one was written.....