My 2 cents on the subject:
EG is nice because it has so much flexibility built into it. The disadvantage is that there's a definite learning curve to get used to creating projects, working with tasks, etc. A stored process would remove the learning curve aspect as users are asked a series of questions about what they want. The disadvantage is if your customer wanted something outside the pre-defined prompts for the stored process, you'd have to modify the stored process for each new request. And really, if the stored process has more than 3-6 prompts built in, it's going to start to feel really cumbersome to use.
In terms of OLAP, that does let you drill down in a dynamic way. For a large data mart however, you may start to push the OLAP server and the I/O between it and the underlying data source as you go into lower levels of detail if there are many, many rows being analyzed and returned. So, it can be done, but performance-wise it may not be a good decision. Really depends on what you need returned, how much presummarization is in the cube, and the performance of your hardware and network.
Another alternative would be to design reports in SAS Web Report Studio that feature report object linking. For example, you could click on a particular value in a crosstab table, and it would take you to another report (or report section) that was filtered based on where you clicked. This could be useful if the customer always wants the same general sorts of detail reports.
One last alternative would be to use the Visual Data Explorer in the portal. This lets you select data items and create filters in an easy-to-use web-based environment. If the only part of EG you really needed was the query builder, the visual data explorer could be a nice alternative.
Good luck!