In Dual BI Architectures: The Time Has Come, Wayne Eckerson suggests that:
As an industry, it’s time we acknowledge the obvious: our traditional data warehousing architectures are excellent for managing reports and dashboards against standard corporate data, but they are suboptimal for managing ad hoc requests against heterogeneous data. We need dual BI architectures: one geared to casual users that supports standard, interactive reports and dashboards and lightweight analyses; and another tailored to hardcore business analysts that supports complex queries against large volumes of data.
This despite the additional cost of maintaining two environments. I agree that dual environments are a must, but use with caution, because not every traditional DWH has the kind of power users that require an analytic sandbox.