Does anyone have experience of using PostgreSQL for an OLAP setup, using cubes against the database etc. Having come across a number of idiosyncracies when using MySQL for OLAP, are there reasons in favour of using PostgreSQL instead (assuming that I want to go the open source route)?
There are a number of data warehousing software vendors that are based on Postgresql (and contribute OLAP related changes back to core fairly regularly). Check out https://greenplum.org/. You'll find that PG works a lot better (for nearly any workload, OLAP especially) than MySQL. Greenplum and other similar solutions should work a bit better than PG depending on your data sets and use cases.