Recently I had to connect to a SharePoint List to access some data.  While there
is a data extension
available from Enesys (including a free Community edition) to do this I though
I would first make an attempt using the out-of-the-box options.

The first step was getting connected to any of the list services.  I chose to
start with GetListCollection because it required no parameters (aka it was simple
to use).  Here is what I did to get connected:

Accessing
SharePoint List Items with SQL Server 2005 Reporting Services – Colin Bowern – RockstarGuys.com

This article discusses:

• Efficient SQL querying using regular expressions

• Support in SQL Server 2005 for regular expressions

• Using .NET Regex classes from SQL Server

• Effective uses for regular expressions in a database

SQL
Server 2005: Regular Expressions Make Pattern Matching And Data Extraction Easier
– MSDN Magazine, February 2007

Using
Reporting Services 2005 in SharePoint Integration Mode enables some significant benefits
to the end-user and the organization as a whole, as follows:

• Uses
  SharePoint document libraries to store reports, data sources, and report models.
  
  

• Enables
  publishing, viewing, management, and delivery of Reporting Services reports from the
  same user interface used for managing Office documents.
  
  

• Enables
  organizations to construct BI dashboards with rich reports.
  
  

• Leverages
  workflow and collaboration capabilities that are already available in Office SharePoint
  Server 2007.
  

When
using SharePoint Integration Mode, some features that are available in Native Mode
are replaced with comparable functionality in Office SharePoint Server 2007 or are
no longer available. The Reporting Services features that are not available in Integration
Mode are:

• Report
  Manager
  
  

• Management
  Studio
  
  

• My
  Reports
  
  

• Linked
  Reports
  
  

• Job
  Management
  

Link
Here