Does anyone connect to Power BI for reporting?

Hi there- 

We are considering getting data out of Sugar to Power BI to perform more extensive reporting. We have exhausted our efforts to use the existing reporting tools and need to use an alternate tool to get the reports/dashboards we need. 

If you use Power BI, do you use a third-party connector to get the data to Power BI?

Do you export to a cloud based data warehouse, then connect Power BI to it? 

Would appreciate any suggestions and insights!