Run a report by specifying which server to execute the query on
This actually wasn't nearly as hard as I initially thought, but I am putting this up here so that others can find this.

The first step is to create a data source that connects to a server that already has the stored procedure/s on it.  You can't skip this step, otherwise you won't be able to easily build your tables, matrixes, etc. because Visual Studios won't know what fields you're working with.

The next step is to lay out report after adding all the necessary data sets and tables, etc.

After the report is roughly how you want it, create a parameter named @Server.  In the properties of the datasource's connection string, click the equation button (fx).  Modify the connection string to look like this, replacing the catalog with the appropriate database name:


  ="Data Source=" &amp; Parameters!Server.Value &amp; ";Initial Catalog=DB"


Now, when you run the query you can type in the server name, and the report will execute the query/s on that server.

If you want to make it a bit cleaner, you could create a list of the appropriate servers in a data set and use that to populate the parameter.