• 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].

    "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