I'm also interested in this. I remember having a discussion about it at a GeekFest with one of the developers, and it's pretty hard to do - there might be many output destinations open, each with different settings, including tagsets with loads of user variables.
ODS is really an amazing system. If you've looked at how other programs create multiple forms of output, SAS really stands out in its ease of use (yeah, tagsets are hard, but no harder than XML formatting).