This was helpful to me today, too, as I have a mailing to send out. Thanks so much everyone!

What Tue said above, Greg! You can select the columns you want to download by pressing the "Choose and reorder columns" icon on the Purchases table:

I do exports to .xlsx files from the Purchases table on a product where people add their address in the contact form. 

To get the right info out, and not a lot of extra/irrelevant info, i set up a custom list view with the specific columns i need:

Name
Email
Address
Purchase ID

The spreadsheet forms the basis for ordering mailing labels - it goes into https://shipmondo.com  - that way it is possible to run batches of mailing labels quite easily.