I tried using cell.SetAsActiveCell() and there was no improvement to performance... tiny bit worse actually.
Start time: 5/14/2013 6:36:50 PM
[00:00:00.0190019] 0 rows written
[00:00:02.8392839] 10000 rows written
[00:00:11.4071406] 20000 rows written
[00:00:28.3778375] 30000 rows written
[00:00:55.7105705] 40000 rows written
[00:01:33.2173208] 50000 rows written
[00:02:21.7171703] 60000 rows written
Start time: 5/14/2013 6:36:50 PM
[00:00:00.0190019] 0 rows written
[00:00:02.8392839] 10000 rows written
[00:00:11.4071406] 20000 rows written
[00:00:28.3778375] 30000 rows written
[00:00:55.7105705] 40000 rows written
[00:01:33.2173208] 50000 rows written
[00:02:21.7171703] 60000 rows written