T-SQL v MDX: Pick the hierarchy and populate the report parameter values

When dealing with report parameters, you want the experience to be as seamless as possible for the end user. In SQL Server Reporting Services, we have the tremendously useful feature of having dynamic parameters, in which you can set a particular report parameter based on the choice of a previous one. For example, if you have parameters such as Country and City, you can set it up so that you pick the Country as Australia, and get the City choices filtered down to Adelaide, Melbourne, and Canberra, but if you choose the UK as your Country, your City choices become London, Brighton, and Dover. In T-SQL, we do this by making the City parameter use (for its Available Values set) a dataset which is dependent on the Country parameter. Something like "select City from Cities where Country = @country" - it's quite straight forward.