The company I work for is currently looking for people interested in machine learning & data analysis and I've interviewed a fair number of people that have a background/story similar to yours. The one piece of advice I have is to spend time learning how to take raw logs and munge/join/split them into a format that you can stick into R. Get good at a scripting language, understand what map-reduce is, play with PIG or Hive if you can. Are you considering leaving your PhD and going into industry (it sounds like you are).