The Microsoft Data Warehouse Toolkit published by Wiley, and the SSAS book published by Wrox are very good resources, and anything by Kimball. As for online courses or anything like that I doubt you will find much. The key is to learn the methodologies, techniques and mdx once you have these down pat the rest is just learning the tool set.
Don't believe you are going to sit down and produce a cube capable of complex analytics in a week, you probably won't even do it in a month. The reality is that creating a useable BI solution is a time consuming process, which is typically hard for mgmt to accept. My Last company believed we should turn out a data mart from idea to useable product in 6-10 weeks, this was with out business requirements and included Design, Devlop, Document, Test.
Some tips are:
1) Build a solid sensible star schema.
2) Build natural heirarchies that make sense.
3) Limit the use of attribute hierarchis.
4) Limit the number of Calculated Measures (Calculated Members on the measures dim)
5) Start Small
6) Start with basic dimension usage avoid the reference, and many to many to you are more confident
7) Oh yeah Start Small.
8) Build, Test, Modify
9) Start Small
10) Start Small.
Paul
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Shoot Me! Shoot Me NOW!!!
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