Listed here are the best resources I've found for learning about data warehousing, useful techniques and methodologies. In no particular order;
Although not limited purely to Data Warehousing, SQL Down Under is another excellent resource from Australia. This time the format is a discussion between regular host and SQL MVP Dr Greg Low and a guest from the SQL community. There is a new podcast every month or so. Not to be missed
Podcasts
Monash University in Australia publishes podcasts of the lectures each year from the Data Warehousing unit of the Masters of Business Information Systems course. It contains hours of detailed information about a range of Data Warehousing topics. And it's very well delivered by an enthusiastic lecturer Dr Rob Meredith.Although not limited purely to Data Warehousing, SQL Down Under is another excellent resource from Australia. This time the format is a discussion between regular host and SQL MVP Dr Greg Low and a guest from the SQL community. There is a new podcast every month or so. Not to be missed
Books
Ralph Kimball and his consultancy have been in Data Warehousing for decades. There unparalleled experience has been condensed into a number excellent books.- Their original book The Data Warehouse Toolkit is now it's 3rd edition is the definitive reference book on then dimensional modelling approach.
- For advice on the management of projects, The Data Warehouse Lifecycle Toolkit has some excellent chapters although following it to the letter is not necessary for smaller organisations.
- And my favorite book from the Kimball Group is The Data Warehouse ETL Toolkit which is full of excellent advice about the ETL process which in my experience takes up the majority of the effort of any Business Intelligence project.
Vincent Rainardi's book Building a Data Warehouse with Examples in SQL Server has some excellent chapters. I particularly like his chapter on using the data warehouse to perform customer relationship management.
Expert Cube Development with Microsoft SQL Server 2008 Analysis Services from Chris Webb, Marco Russo and Alberto Ferrari is the best book I've found on SSAS. Well written by guys who earn their living using the tool.
My SSIS reference of choice is Microsoft SQL Server 2008 Integration Services Problem-Design-Solution which takes a pragmatic look at SSIS design problems and using the authors years of experience presents the best solution for each. Well worth a read.
White Papers
Marco Russo and Alberto Ferrari at SQLBI published an excellent addition to the Data Warehousing literature with a white paper called the SQLBI Methodology. It's a concise yet detailed explanation of how they design data warehouses for their clients based on years of consultancy experience.