EDITED MY POOR GRAMMAR AND TYPOS!

SQL Server 2008 Anaysis Services Unleashed is written by the original folks from Panorama, the company purchased by MS that created the SSAS engine. However, the wording and examples are hard to follow for a newbie.

Even though it is for 2005, Teo Lachev's book is great AND practical but deals with the old UDM model: http://www.amazon.com/Applied-Microsoft-Analysis-Services-2005/dp/0976635305

My personal suggestion is to read the Analysis Services Performance and Operations Guide white paper that is 200 pages. It is very well written and easy to follow.

http://dennyglee.com/2012/06/28/microsoft-sql-server-analysis-services-multidimensional-performance-and-operations-guide/

Finally, Lynn Langit and Kevin Goff's book covers ALL 2008 BI components, but they do a great job of making SSAS the core of the book and has some EXTREMELY GOOD MDX in it as well:

http://www.ebay.com/itm/like/390765119389?lpid=82