Frequently I use the Wisconsin Breast Cancer Dataset for demonstrating the Data Mining Addins for Office - enough people asked, so I made it available as an Excel 2007 file (free login required). For purists, the original data is available at the Machine Learning repository, which is a great location for many sample datasets.
Here are some screenshots of the data mining add-ins applied to this dataset
Figure 1: Key Factor Analysis showing differences between benign and malignant tumors
Figure 2: Detect categories showing malignancy across detected groups. Note two purely malignant categories suggesting differing classes of malignant tumors.
Figure 3: Decision tree to predict diagnosis, with nodes shaded based on likelihood of malignancy.