• I would start with The Microsoft Data Warehouse Toolkit: With SQL Server 2008 R2 and the Microsoft Business Intelligence Toolset.

    Though the book is based on the SQL Server 2008 R2 BI stack the focus is on how to build a cube from planning through deployment using the Kimball method.

    "I cant stress enough the importance of switching from a sequential files mindset to set-based thinking. After you make the switch, you can spend your time tuning and optimizing your queries instead of maintaining lengthy, poor-performing code."

    -- Itzik Ben-Gan 2001