Data Mining with SQL Server 2005, by ZhaoHui Tang and Jamie MacLennan (Wiley, 2005)

Data Warehousing, Data Mining, & OLAP, by Alex Berson and Larry Dubov (McGraw-Hill, 2007)

Delivering Business Intelligence with Microsoft SQL Server 2005, by Brian Larson (McGraw-Hill, 2006)

Foundations of SQL Server 2005 Business Intelligence, by Lynn Langit (Apress, 2007)

SQLServerDataMining.com:

www.sqlserverdatamining.com

Microsoft SQL Server 2008 Data Mining page:

www.microsoft.com/sqlserver/2008/en/us/data-mining.aspx

Microsoft SQL Server forums:

http://social.msdn.microsoft.com/Forums/en-US/sqldatamining/threads

SQL Server Books Online:

http://msdn.microsoft.com/en-us/library/ms130214.aspx

About.com: "Data Mining: An Introduction":

http://databases.about.com/od/datamining/a/datamining.htm

Analysis Services Resource Hub:

www.ssas-info.com

SQL Server TechCenter:

http://technet.microsoft.com/en-us/sqlserver/default.aspx

Sample Databases for Microsoft SQL Server 2008: Samples Refresh 4:

http://msftdbprodsamples.codeplex.com/releases/view/37109