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SAP BI is based on the Netweaver platform , which has a lot of programming options. Links to programming SAP BI maingthe most of the Netweaver platform are referenced here

ABAP

see ABAP in BW wiki

Beginners Guide to BI-ABAP

Adobe

Running Adobe Flash Graphs in BW Queries

AJAX

Raja's weblog

C#

Access SAP BW ODS BAPI Using C-Sharp and SAP.NET Connector 2.0
Access SAP BW OLAP BAPI Using C-Sharp and SAP .NET Connector 2.0

Visual Basic & VB.Net

Data Staging

Data Staging

BEx Analyzer

BW Expert Online samples
Request Peter Knoer's Documents Dinesh Mukundu's Weblogs
Migrating Advanced BEx Analyzer Workbooks - What VBA is Supported?

ODBO

Connecting to SAP BW Using Visual Basic and ADO MD
Connecting to SAP BW with Excel PivotTables and ODBO
2.0B OLE DB for OLAP

BPS / Integrated Planning

How to Load a File into BI-Integrated Planning

Java

How To Use the BI Java SDK in a Portal iView
How To Use the BI Java SDK in a J2EE Application
mySAP BI Java Integration Components
Build Custom SAP BI Applications with the SAP BI Java SDK
Universal Data Access via SAP BW Java Integration Functionality
Build Custom Analytical Applications with the New Business Intelligence Java SDK   

Javascript

Web API Reference - Release 3.0B
Web API Reference - Release 3.5
http://help.sap.com/saphelp_nw70/helpdata/en/43/efb49a2480025ae10000000a1553f7/frameset.htm

XMLA

Getting Started with XMLA
XML for Analysis
Work with XMLA Web Service for BI Data in External Applications!

Web Dynpro

WDJ WDJ - Application to execute MDX query using the BI Java SDK
How To Use the BI Java SDK in a Web Dynpro Application

Web Services

Online Documentation

Widget

BI Data Widget - Weblog Series & Pre-requisites
Yahoo Widget for BI Data - v2.01
Yahoo Widget for BI Data - v2
Yahoo Widget for BI Data

How To Consume BI Data within Yahoo Widgets
BI Data Widget v2.1
BI Data Widget
How the BI Data Widget Brings Your BI Data to the User's Desktop - Part 1

Ruby

Colgate-Palmolive's Ruby Planner - Emerging Technologies