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