UPDATE 2018-03-03: the Azure DataMarket is no longer supported by Microsoft, but if you need a Calendar table you can now use the DAX Date Template.
Boyan Penev announced the availability of DateStream project on CodePlex: it is a data feed that can be consumed by PowerPivot but also to generate a calendar table for any type of usage. Yes, Analysis Services has a wizard, but when you are in a hurry why not simply consume a ready to go data source?
In fact, this data feed is published for free on Azure DataMarket: https://datamarket.azure.com/dataset/1542c52d-d466-4094-a801-9ef8fd7c6485.
I would like to get feedback – in my opinion performance are not very good but hearing words from other users would be nice.
Thanks to Boyan for his effort!