You haven't mentioned what sort of application it's for, or data volumes.
If it's a huge application with terrabytes of data, then I'd recommend using Oracle as the back end, with Microsoft AS for your cubes. You can create your star-schema within Oracle. If it's not quite that size, just go with a purely Microsoft backend for the database and cubes.
If it's mostly a financial application and you want budgeting and planning capabilities, then I'd recommend Essbase. It's the best OLAP tool for financial applications, but is not as good as Microsoft AS when it comes to storing data in the cubes. Essbase suffers from "data-explosion" whereas Microsoft AS does not.