The ReportViewer components in Visual Studio 2005 can display and export reports. The report definitions can be local .rdlc files, or remote files hosted and rendered by SQL Server Reporting Services. There are components available for both web and Windows applications.
A couple notes:
These components are not part of the .NET framework, so you need to install a redistributable package on the machines where the components will execute. The installation package will GAC the four assemblies required by the ReportViewer components.
Microsoft did update the ReportViewer components in SP1 for Visual Studio, but did not update the redistributable package. To synch test and prod machines with development, you'll need to download updates from the links in this article: FIX: The Report Viewer 2005 Service Pack 1 Redistributable Package is available.