Correct format for strings / numbers beginning with zero?

Either:

// Set the value explicitly as a string
$objPHPExcel->getActiveSheet()->setCellValueExplicit('A1', '0029', PHPExcel_Cell_DataType::TYPE_STRING);

or

// Set the value as a number formatted with leading zeroes
$objPHPExcel->getActiveSheet()->setCellValue('A3', 29);
$objPHPExcel->getActiveSheet()->getStyle('A3')->getNumberFormat()->setFormatCode('0000');

Set the type to string explicitly:

$type = PHPExcel_Cell_DataType::TYPE_STRING;
$sheet->getCellByColumnAndRow($column, $rowno)->setValueExplicit($value, $type);