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The HAVING clause
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The fact that there's now a HAVING clause at all in AS2005 MDX doesn't seem to be publicly documented anywhere, as far as I know; it's one of those hidden features we found out about while researching 'MDX Solutions'. While George has a full write-up on how it behaves in the book (coming soon to a store near you) here's a quick overview of what it does...

Basically, it allows you to filter the contents of an axis without having to use the FILTER function.

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SSAS MDX sometimes seems to be like black magic, or too hard for a SQL Developer :-).

Interesting thing to take a look: HAVING clasule on an MDX statement.