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Whereas one approach is to implement the ICloneable interface (described here, so I won't regurgitate), here's a nice deep clone object copier I found on The Code Project a while ago and incorporated it into our code. As mentioned elsewhere, it requires your objects to be serializable.

using System;
using System.IO;
using System.Runtime.Serialization;
using System.Runtime.Serialization.Formatters.Binary;

/// <summary>
/// Reference Article http://www.codeproject.com/KB/tips/SerializedObjectCloner.aspx
/// Provides a method for performing a deep copy of an object.
/// Binary Serialization is used to perform the copy.
/// </summary>
public static class ObjectCopier
{
    /// <summary>
    /// Perform a deep copy of the object via serialization.
    /// </summary>
    /// <typeparam name="T">The type of object being copied.</typeparam>
    /// <param name="source">The object instance to copy.</param>
    /// <returns>A deep copy of the object.</returns>
    public static T Clone<T>(T source)
    {
        if (!typeof(T).IsSerializable)
        {
            throw new ArgumentException("The type must be serializable.", nameof(source));
        }

        // Don't serialize a null object, simply return the default for that object
        if (ReferenceEquals(source, null)) return default;

        using var Stream stream = new MemoryStream();
        IFormatter formatter = new BinaryFormatter();
        formatter.Serialize(stream, source);
        stream.Seek(0, SeekOrigin.Begin);
        return (T)formatter.Deserialize(stream);
    }
}

The idea is that it serializes your object and then deserializes it into a fresh object. The benefit is that you don't have to concern yourself about cloning everything when an object gets too complex.

In case of you prefer to use the new extension methods of C# 3.0, change the method to have the following signature:

public static T Clone<T>(this T source)
{
   // ...
}

Now the method call simply becomes objectBeingCloned.Clone();.

EDIT (January 10 2015) Thought I'd revisit this, to mention I recently started using (Newtonsoft) Json to do this, it should be lighter, and avoids the overhead of [Serializable] tags. (NB @atconway has pointed out in the comments that private members are not cloned using the JSON method)

/// <summary>
/// Perform a deep Copy of the object, using Json as a serialization method. NOTE: Private members are not cloned using this method.
/// </summary>
/// <typeparam name="T">The type of object being copied.</typeparam>
/// <param name="source">The object instance to copy.</param>
/// <returns>The copied object.</returns>
public static T CloneJson<T>(this T source)
{            
    // Don't serialize a null object, simply return the default for that object
    if (ReferenceEquals(source, null)) return default;

    // initialize inner objects individually
    // for example in default constructor some list property initialized with some values,
    // but in 'source' these items are cleaned -
    // without ObjectCreationHandling.Replace default constructor values will be added to result
    var deserializeSettings = new JsonSerializerSettings {ObjectCreationHandling = ObjectCreationHandling.Replace};

    return JsonConvert.DeserializeObject<T>(JsonConvert.SerializeObject(source), deserializeSettings);
}

You can use a library called ExcelLibrary. It's a free, open source library posted on Google Code:

ExcelLibrary

This looks to be a port of the PHP ExcelWriter that you mentioned above. It will not write to the new .xlsx format yet, but they are working on adding that functionality in.

It's very simple, small and easy to use. Plus it has a DataSetHelper that lets you use DataSets and DataTables to easily work with Excel data.

ExcelLibrary seems to still only work for the older Excel format (.xls files), but may be adding support in the future for newer 2007/2010 formats.

You can also use EPPlus, which works only for Excel 2007/2010 format files (.xlsx files). There's also NPOI which works with both.

There are a few known bugs with each library as noted in the comments. In all, EPPlus seems to be the best choice as time goes on. It seems to be more actively updated and documented as well.

Also, as noted by @АртёмЦарионов below, EPPlus has support for Pivot Tables and ExcelLibrary may have some support (Pivot table issue in ExcelLibrary)

Here are a couple links for quick reference:
ExcelLibrary - GNU Lesser GPL
EPPlus - GNU (LGPL) - No longer maintained
EPPlus 5 - Polyform Noncommercial - Starting May 2020
NPOI - Apache License

Here some example code for ExcelLibrary:

Here is an example taking data from a database and creating a workbook from it. Note that the ExcelLibrary code is the single line at the bottom:

//Create the data set and table
DataSet ds = new DataSet("New_DataSet");
DataTable dt = new DataTable("New_DataTable");

//Set the locale for each
ds.Locale = System.Threading.Thread.CurrentThread.CurrentCulture;
dt.Locale = System.Threading.Thread.CurrentThread.CurrentCulture;

//Open a DB connection (in this example with OleDB)
OleDbConnection con = new OleDbConnection(dbConnectionString);
con.Open();

//Create a query and fill the data table with the data from the DB
string sql = "SELECT Whatever FROM MyDBTable;";
OleDbCommand cmd = new OleDbCommand(sql, con);
OleDbDataAdapter adptr = new OleDbDataAdapter();

adptr.SelectCommand = cmd;
adptr.Fill(dt);
con.Close();

//Add the table to the data set
ds.Tables.Add(dt);

//Here's the easy part. Create the Excel worksheet from the data set
ExcelLibrary.DataSetHelper.CreateWorkbook("MyExcelFile.xls", ds);

Creating the Excel file is as easy as that. You can also manually create Excel files, but the above functionality is what really impressed me.