I would start with the The Microsoft Data Warehouse Toolkit, Second Edition: With SQL Server 2008[/url]
Great books for SSAS and MDX specifically are the "Step by Step" books.
SQLServerCentral has a couple great resources too:
Stairway to MDX[/url] and Bill Pearson's series (27 articles so far) on Data mining[/url].
-- Itzik Ben-Gan 2001