Can You Enhance the "Export to Spreadsheet" Action for SharePoint Lists?

I got an interesting question today from the InterTubes, and I though it would make a good post. [Do you] you know of any resources/solutions to enhance the List’s “Export to Spreadsheet” function so that, once the data is opened in Excel, something would trigger VBA Macro(s) to start formatting the spreadsheet. “Export to Spreadsheet”…