It is interesting to see how various vendors believe that data warehouses and data warehouse appliances will help when it comes to ad hoc query performance. A lot of databases are tuned to perform well for certain types of queries. When the user of the database asks something unexpected, performance can grind to a halt. Stephen Swoyer at TDWI wrote a very good article entitled "In Depth: Closing the Ad Hoc Query Performance Gap for Good" http://www.tdwi.org/News/display.aspx?ID=9034 about this issue.
Performance of ad hoc queries in a data warehouse or data warehouse appliance is a major issue. As more data is gathered, more people want to try to glean actionable information from that data. The better able the users are to glean actionable information, the more successful they will be. There are many companies in this space including:
And of course, the traditional companies like Oracle, IBM, and Microsoft should not be forgotten as well as SAP with its NetWeaver BI (BW) and BIA offerings. BI is powerful but to get the most value, you will need a database engine that performs.