1. For InDesign CS and CS2, get the clever PopTabFmClip script from PDS Associates. Only $25, this handy script makes it effortless to copy a range of cells from an Excel spreadsheet, a Word table, or another InDesign table, and paste these the data from these cells into an existing InDesign table. All the cell, table and paragraph formatting of the destination table is faithfully preserved.
2. InDesign CS3 has much of this same capability built-in. It doesn't preserve merged cells and paragraph styles as nice as the PopTabFmClip script, but works well otherwise. For this to work, first choose Preferences > Clipboard Handling, and select When Pasting Text and Tables from Other Applications, Paste: Text Only. Then, copy a range of cells from an Excel spreadsheet, a Word table, or another InDesign table, select the table cell in the upper-left corner of where you want the new data to be pasted, and then choose Edit > Paste. The cell, table and paragraph formatting of the destination table is preserved.
(A quick way to select a single InDesign table cell is to click inside the table cell with the Type tool, and then hit the Esc key)