Over the past 2 weeks, at least 20 people have asked whether I know of training classes or great books that cover Microsoft OLAP Server. As the saying goes, "Where there's smoke, there's fire," so I'm guessing that lots of people are interested in this topic because so many people have taken the time to ask. Of course, the monthly Mastering OLAP column that Russ Whitney and I cowrite for SQL Server Magazine contains lots of good content, but there's only so much we can cover in 2000 words per month, no matter how brilliant we are!
Microsoft's official offering in the training arena is a class called Designing and Implementing a Data Warehouse using Microsoft SQL Server 7.0, which you can take at any Microsoft Certified Technical Education Center (CTEC). It's a good class, but it doesn't spend much time covering pure OLAP Server topics. You'll be disappointed if you're looking for focused information on OLAP Server, Multidimensional Expression (MDX) Language, and related topics. Check out the class offerings from OLAPTRAIN (http://www.olaptrain.com) if you're heart is set on classroom training for OLAP Server. The folks at OLAPTRAIN have been working closely with Microsoft and are the only third-party company I'm aware of that offers detailed training for OLAP Server. Two classes are currently offered, and a few more are in the works; one is geared for developers, and the other is better suited for a DBA audience. I’ve sat through the "P100 Bootcamp" for DBAs and it was excellent.
A quick search of http://www.fatbrain.com shows several books focused on Microsoft data warehousing. I haven't personally reviewed each and every book, but from what I've seen, many of these books take a broad brush approach to Microsoft data warehousing, providing wide coverage of topics such as Extraction Transformation and Load (ETL), data staging, star schema design issues, etc. They look like great books, but most don't provide in depth coverage of OLAP Server or advanced discussions of MDX design and implementation issues. "MS OLAP Solutions," by Thomsen, Spofford, and Chase, is one of the best books I've seen if you're looking for hard-core OLAP and MDX information. The authors have created a very readable guide to OLAP Server with a tremendous amount of detailed, valuable information. I'm sure many excellent books are in the works and will be released shortly, but for the time being, "MS OLAP Solutions" is a must for the library of any serious Microsoft OLAP or data warehousing professional.