I just started a new subscription is Scientific American and my first issue caught me by surprise with this article about spam. David Heckerman, one of the authors, manages the group in Microsoft Research with which we collaborate on the algorithms in SQL Server Data Mining. Another of the authors, Robert Roundthwaite, worked on the implementation of our Time Series algorithm before he branched off on his quest to stop spam.
Igor Krupitsky has some new thin client viewers for SQL Server 2000 data mining - I really like the cluster visualization. You can view an animated demo here. Although these were designed for SQL 2000, all the relevant API's remain the same, so they should be good to go for 2005 as well.
Bogdan was tasked with writing a little white paper about Data Mining API's. His "little white paper" turned into approximately 50 printed pages. You can get Bogdan's DM Programming opus here
Finally our friends at Apollo Data Technologies have been getting some good press on their work with SQL Server 2005 Data Mining even though we haven't shipped yet! Infoworld and Marketwire have slightly different versions of the story.
Also, don't forget to keep up to date on the tips & tricks at SQLServerDataMining.com!