Microsoft has made a big push the last few years to have all its end-user BI tools integrate with SharePoint, which is great if your company is using SharePoint.  Not so great if your company is not using SharePoint or if it is used internally but not setup to be used externally (i.e. customer-facing).  With that in mind, here are the SharePoint dependencies on all the tools so you know what you might not be able to use:

Power View: is required since reports can only be viewed thru SharePoint, but this will change starting with Excel 2013 as Power View will be an add-in to Excel 2013 that does not require SharePoint

PowerPivot: is required if you wish to share Excel workbooks that contain PowerPivot data via SharePoint (called “PowerPivot for SharePoint”).  Otherwise you would have to share PowerPivot workbooks via email, file share, etc.

PerformancePoint: requires it since it is part of SharePoint 2010

ProClarity: does not require it.  One reason this old tool still has some use!

SSRS: does not require it for SSRS native mode but obviously requires it for SSRS SharePoint integration mode

Excel: does not require it, but does for Excel Services (Excel Services is a service application that enables you to load, calculate, and display Microsoft Excel workbooks on Microsoft SharePoint Server)

Report Builder: Report Builder installs with a SQL Server Reporting Services report server configured for either native mode or SharePoint integration mode.  So obviously does not require SharePoint if in native mode but requires it if in SharePoint integration mode