John, to answer one of your questions, yes, what you are doing is definitely data mining. With SQL Server you can do what you want with Analysis Services either through Excel or by developing directly through Visual Studio, although there are a number of 3rd party data mining tools out there.

If you are not a developer and don't want to use VS, install the Excel add-in and use that. You can find info on it here with instructions and demos: http://www.microsoft.com/sqlserver/en/us/solutions-technologies/business-intelligence/data-mining.aspx

I'm sure I've seen a good tutorial somewhere out there on doing clustering with the Excel add-in, but I don't have it at hand, so do a search and see if you can find one.

If you would rather use VS then start a new Analysis Services project and create a mining structure and mining models. Based on your data it does seem that a clustering algorithm would be a good one to start with. You can discretize the spending amount into whatever number of groups you want (0-2000, 2000-2500, etc.), then build the mining model and you will start to see what customer characterstics fall into each cluster. This is a process you will probably go through more than once as you understand your data better.

I'm obviously skipping a lot since I can't really go through a step-by-step process, but this is generally the idea. I hope it helps you get started.