Yes, we use it in our graduate program in business analytics as well as in our other analytics courses. Though we have not used the data sets for research, that is our next step.
Yes we use it for training
Where does the "5,000,000" datasets come in to play in this question? Are they supposed to be on Quandl?
Yes. Quandl is great even for certain kinds of market data in agricultural futures & options on futures, financial futures & options on futures, derivatives, and SWAPs, equities and equity options, etc. Usually down to daily periodicity although there may be some transactional data I am unaware of for the real-time analyst, too.
It is by no means a single source if you are doing analyses as I do that might typically blend data, estimate systems of equations, require geo-locational data points, or contain un-structured or semi-structured data.
I have had trouble with the Excel add-in, so I do direct downloads.
Big question is what do you consider as interesting?