Best ways to transfer alot of data to .txt .xls etc

[giants00]

When you have a-lot of data that gets output across a network to excel, .txt files etc., and I mean a-lot. I'm just wondering if it is better to store the data and then output it all at once after testing is finished. Or is it better to output data across the network after each test, as the test progresses, the test is automating electronics through gpib? Just as a rough example a single test would contain enough data to fill a 40X1K array. A full test would multiply that by up to 10K times.

So would the sequence be better which way:
Run Test
Collect Data
Output Data
Run Next Test

or

Run Test
Collect Data
Store Data
Run Next Test
Finished Testing
Output all data