A number of members of the AS team have written (in some cases are still writing) books on SQL Server 2005.
Check out:
MDX Solutions : with Microsoft SQL Server Analysis Services 2005 and Hyperion Essbase by Siva ( http://www.amazon.com/gp/product/0471748080/sr=8-1/qid=1146200161/ref=pd_bbs_1/103-8030353-4082221?%5Fencoding=UTF8)
and
Data Mining with SQL Server 2005 by Jamie and Zhaohui (http://www.amazon.com/gp/product/0471462616/ref=pd_sim_b_3/103-8030353-4082221?%5Fencoding=UTF8&v=glance&n=283155)
The title of the MDX Solutions book is one which makes a lot of people do a double take, seeing Microsoft AS and Hyperion in the same line. This really shows the power of having industry standards, allowing a common skill set to be leveraged across different products and vendors. The recent announcement of collaboration between us and Hyperion only reinforces this.
Happy reading !
Oh, another book to read is http://www.amazon.com/gp/product/0764584359/ref=pd_sim_b_4/103-8030353-4082221?%5Fencoding=UTF8&v=glance&n=283155 - if nothing else for the foreword !