Using multiple tools is an option, however, if you are a smaller company or the warehouse is just starting out, I would recommend MS SQL Server 2008. This gives you all of the front end tools in one bundle, and is much more affordable than some of the other enterprise class tools like Oracle, SAS, BO, etc.
The MS toolset comes with the main components that you need. SSIS for ETL, a relational DB, OLAP, built in data mining, a semantic layer, SSRS or SQL Server reporting services, which is a front end web site for end users.
The best part is that advanced users can use Office 2007 to perform very complex analysis directly against the warehouse or OLAP marts.
The drawback is that MS is very good at coupling their products and often when you upgrade one component (Like SQL Server) to get the new functionality, you need to upgrade office or related tools, putting you in the MS upgrade spiral. Even with that, you are still often going to spend less taking a best of breed approach with tools like Oracle, Business Objects, SAS, etc.
Hope this helps