I would learn thoroughly lib/frameworks like "R" (and ggplot2, very cool), weka and the python suite numpy / scipy, matplotlib

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look at all the books out now. I think Witten/Franke (authors of weka) was the first one titled "Data Mining" but there's a slew of htem, read Amazon reviews

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hit the blogosphere

http://www.dataminingblog.com/2009/01/30/three-new-data-mini...

http://www.decisionstats.com/