If you're new to data warehousing then books by Ralph Kimball (Data Warehousing Toolkit series by Wiley) and Bill inmon are good reads, though a little dry, but good for general design principles, as well as planning the implementation

One of the best books I've read was : "Building a Data Warehouse With Examples In SQL Server" by Vincent Rainardi (Apress Publication) is worth picking up, its not as dry as the Kimball/Inmon books, and delves more in to the architecture side of DW's.

For the ETL (extract Transform and Load) side of Joy Mundy does a good book which is part of the Data warehouse toolkit series.

Hope this helps.