Tools
DataDefractor - The best semi-structured data transformation tool on the market. Period.
Training and Mentoring
Ralph Kimball - the foremost authority in data warehouse theory and implementation
Lean Software Development methodology
Tom Chester - OLAP consultant and mentor
Blogs
Mosha Pasumansky - the main architect of SQL Server Analysis Services (ex. MSAS)
Business Intelligence with SQL Server (by Marco Russo)
Andy Hayler on Enterprise Software
Chris Webb's BI Blog
Nicholas Goodman on Business Intelligence
Jamie Thomson an SSIS Junkie
SQL Server
Arrays and Lists in SQL Server
DSO/XML Conversion Utility
Connection Pooling with SQL Server 2000 Analysis Services
Manipulate and Query OLAP Data Using ADOMD and MDX
Analysis Services: Optimizing Cube Performance Using Microsoft SQL Server 2000 Analysis Services
Considerations For Naming Decision Support Objects
Flattening a Dataset to Produce a Rowset
Context of Connections
Specifications and Limits
Analysis Services - Creating a Sample Add-in
Using Data Definition Language with SQL Server 2000 Analysis Services Client Applications
MDSCHEMA_SETS
SQL Server 2005
SQL Server 2005 Integration Services Community
Partitioned Tables and Indexes in SQL Server 2005
Conserving Resources When Writing BLOB Values to SQL Server and Streaming BLOB Values back to the Client

