Añadiendo un elemento al final de un array

Pruebe esto [EDITADO]:

Dim arr() As Variant ' let brackets empty, not Dim arr(1) As Variant !

For Each a In range.Cells
    ' change / adjust the size of array 
    ReDim Preserve arr(1 To UBound(arr) + 1) As Variant

    ' add value on the end of the array
    arr (UBound(arr)) = a.value
Next

Resolví el problema usando una colección y copiándola después a una matriz.

Dim col As New Collection
For Each a In range.Cells
   col.Add a.Value ' dynamically add value to the end
Next
Dim arr() As Variant
arr = toArray(col) 'convert collection to an array

Function toArray(col As Collection)
  Dim arr() As Variant
  ReDim arr(0 To col.Count-1) As Variant
  For i = 1 To col.Count
      arr(i-1) = col(i)
  Next
  toArray = arr
End Function

Así es como lo hago, usando una variable Variante (array):

Dim a As Range
Dim arr As Variant 'Just a Variant variable (i.e. don't pre-define it as an array)

For Each a In Range.Cells
    If IsEmpty(arr) Then
        arr = Array(a.value) 'Make the Variant an array with a single element
    Else
        ReDim Preserve arr(UBound(arr) + 1) 'Add next array element
        arr(UBound(arr)) = a.value 'Assign the array element
    End If
Next

O, si realmente necesitas un array de Variantes (para pasar a una propiedad como Shapes.Range, por ejemplo), entonces puedes hacerlo de esta manera:

Dim a As Range
Dim arr() As Variant

ReDim arr(0 To 0) 'Allocate first element
For Each a In Range.Cells
    arr(UBound(arr)) = a.value 'Assign the array element
    ReDim Preserve arr(UBound(arr) + 1) 'Allocate next element
Next
ReDim Preserve arr(LBound(arr) To UBound(arr) - 1) 'Deallocate the last, unused element

Si su rango es un solo vector, y, si en una columna, el número de filas es inferior a 16.384, puede utilizar el siguiente código:

Option Explicit
Public Function toArray(RNG As Range)
    Dim arr As Variant
    arr = RNG

    With WorksheetFunction
        If UBound(arr, 2) > 1 Then
            toArray = Join((.Index(arr, 1, 0)), ",")
        Else
            toArray = Join(.Transpose(.Index(arr, 0, 1)), ",")
        End If
    End With
End Function

Dim arr() As Variant: ReDim Preserve arr(0) ' Create dynamic array

' Append to dynamic array function
Function AppendArray(arr() As Variant, var As Variant) As Variant
    ReDim Preserve arr(LBound(arr) To UBound(arr) + 1) ' Resize array, add index
    arr(UBound(arr) - 1) = var ' Append to array
End Function

Thx. Haciendo lo mismo con 2 funciones si puede ayudar a otros novatos como yo :

Colección

Function toCollection(ByVal NamedRange As String) As Collection
  Dim i As Integer
  Dim col As New Collection
  Dim Myrange As Variant, aData As Variant
  Myrange = Range(NamedRange)
  For Each aData In Myrange
    col.Add aData '.Value
  Next
  Set toCollection = col
  Set col = Nothing
End Function

1D Array :

Function toArray1D(MyCollection As Collection)
    ' See http://superuser.com/a/809212/69050

  If MyCollection Is Nothing Then
    Debug.Print Chr(10) & Time & ": Collection Is Empty"
    Exit Function
  End If

  Dim myarr() As Variant
  Dim i As Integer
  ReDim myarr(1 To MyCollection.Count) As Variant

  For i = 1 To MyCollection.Count
      myarr(i) = MyCollection(i)
  Next i

  toArray1D = myarr
End Function

Uso

Dim col As New Collection
Set col = toCollection(RangeName(0))
Dim arr() As Variant
arr = toArray1D(col)
Set col = Nothing

La respuesta está en la respuesta aceptada en (sin el problema de ReDim): https://stackoverflow.com/questions/12663879/adding-values-to-variable-array-vba

En resumen:

Dim aArray() As Single ' or whatever data type you wish to use
ReDim aArray(1 To 1) As Single
If strFirstName = "henry" Then
    aArray(UBound(aArray)) = 123.45
    ReDim Preserve aArray(1 To UBound(aArray) + 1) As Single
End If