I need to go over 20 seperate excel files (.xls) and grap values based on certain patterns and then copy them into new .XLSX sheets. The total amount of rows is close to 1 million.
I think an Excel sheet with one million lines is a clear case for using a relational database (plus a report generator) instead of Excel. If you have no better idea, use MS Access as a front-end to some stripped-down MS SQL Server (last time I used it the stripped-down version was called MSDE) or PostgreSQL.
Today I will gladly share my knowledge and experience, for there are no sweeter words than "I told you so". ;-)