Custom Reports are a great way to extract some information from your store's database.
Get to know Custom Reports here:
Following the instructions on that page, you can build your own custom reports. The sample query on that page lists out a test report that will provide the email address, and billing zip code associated with every order taken on your store.
See below for a few more custom reports you might find useful.
Here's a custom report that will list out all customer addresses:
INSERT INTO CustomReport (Name, Description, SQLCommand) VALUES ('Addresses', 'All Addresses in Database', 'SELECT AddressID,CustomerID,FirstName,LastName,Company,Address1,Address2,Suite,City,State,Zip,Country,Phone FROM Address')
This one will give you a report of all categories in your store:
INSERT INTO CustomReport (Name, Description, SQLCommand) VALUES ('Categories', 'Categories currently in the store', 'SELECT CategoryID,Name,ParentCategoryID,Published,Deleted FROM Category')
Export a list of all products that don't have a SKU:
INSERT INTO CustomReport (Name, Description, SQLCommand) VALUES ('Products Without SKU', 'Products currently without a SKU value', 'SELECT Name,ProductID,SKU FROM Product WHERE SKU IS NULL OR SKU = ''''')
If you're new to SQL, this site is a great resource: http://www.w3schools.com/sql/
If you're not sure what tables/columns are available to build custom reports around, this page will help: http://help.aspdotnetstorefront.com/manual/951/default.aspx?pageid=database_tables
This contains a list of all of the columns in each table in a version 9.5.1 database. Version 10 database structure is very similar, so for most custom reports, this reference will still be useful for newer versions.