Excel – How to use VBA SaveAs without closing calling workbook

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EPPlus - GNU (LGPL) - No longer maintained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.

Some examples of how to avoid select

Use Dim'd variables

Dim rng as Range

Set the variable to the required range. There are many ways to refer to a single-cell range:

Set rng = Range("A1")
Set rng = Cells(1, 1)
Set rng = Range("NamedRange")

Or a multi-cell range:

Set rng = Range("A1:B10")
Set rng = Range("A1", "B10")
Set rng = Range(Cells(1, 1), Cells(10, 2))
Set rng = Range("AnotherNamedRange")
Set rng = Range("A1").Resize(10, 2)

You can use the shortcut to the Evaluate method, but this is less efficient and should generally be avoided in production code.

Set rng = [A1]
Set rng = [A1:B10]

All the above examples refer to cells on the active sheet. Unless you specifically want to work only with the active sheet, it is better to Dim a Worksheet variable too:

Dim ws As Worksheet
Set ws = Worksheets("Sheet1")
Set rng = ws.Cells(1, 1)
With ws
    Set rng = .Range(.Cells(1, 1), .Cells(2, 10))
End With

If you do want to work with the ActiveSheet, for clarity it's best to be explicit. But take care, as some Worksheet methods change the active sheet.

Set rng = ActiveSheet.Range("A1")

Again, this refers to the active workbook. Unless you specifically want to work only with the ActiveWorkbook or ThisWorkbook, it is better to Dim a Workbook variable too.

Dim wb As Workbook
Set wb = Application.Workbooks("Book1")
Set rng = wb.Worksheets("Sheet1").Range("A1")

If you do want to work with the ActiveWorkbook, for clarity it's best to be explicit. But take care, as many WorkBook methods change the active book.

Set rng = ActiveWorkbook.Worksheets("Sheet1").Range("A1")

You can also use the ThisWorkbook object to refer to the book containing the running code.

Set rng = ThisWorkbook.Worksheets("Sheet1").Range("A1")

A common (bad) piece of code is to open a book, get some data then close again

This is bad:

Sub foo()
    Dim v as Variant
    Workbooks("Book1.xlsx").Sheets(1).Range("A1").Clear
    Workbooks.Open("C:\Path\To\SomeClosedBook.xlsx")
    v = ActiveWorkbook.Sheets(1).Range("A1").Value
    Workbooks("SomeAlreadyOpenBook.xlsx").Activate
    ActiveWorkbook.Sheets("SomeSheet").Range("A1").Value = v
    Workbooks(2).Activate
    ActiveWorkbook.Close()
End Sub

And it would be better like:

Sub foo()
    Dim v as Variant
    Dim wb1 as Workbook
    Dim  wb2 as Workbook
    Set wb1 = Workbooks("SomeAlreadyOpenBook.xlsx")
    Set wb2 = Workbooks.Open("C:\Path\To\SomeClosedBook.xlsx")
    v = wb2.Sheets("SomeSheet").Range("A1").Value
    wb1.Sheets("SomeOtherSheet").Range("A1").Value = v
    wb2.Close()
End Sub

Pass ranges to your Subs and Functions as Range variables:

Sub ClearRange(r as Range)
    r.ClearContents
    '....
End Sub

Sub MyMacro()
    Dim rng as Range
    Set rng = ThisWorkbook.Worksheets("SomeSheet").Range("A1:B10")
    ClearRange rng
End Sub

You should also apply Methods (such as Find and Copy) to variables:

Dim rng1 As Range
Dim rng2 As Range
Set rng1 = ThisWorkbook.Worksheets("SomeSheet").Range("A1:A10")
Set rng2 = ThisWorkbook.Worksheets("SomeSheet").Range("B1:B10")
rng1.Copy rng2

If you are looping over a range of cells it is often better (faster) to copy the range values to a variant array first and loop over that:

Dim dat As Variant
Dim rng As Range
Dim i As Long

Set rng = ThisWorkbook.Worksheets("SomeSheet").Range("A1:A10000")
dat = rng.Value  ' dat is now array (1 to 10000, 1 to 1)
for i = LBound(dat, 1) to UBound(dat, 1)
    dat(i,1) = dat(i, 1) * 10 ' Or whatever operation you need to perform
next
rng.Value = dat ' put new values back on sheet

This is a small taster for what's possible.