MDX is the query language for multidimensional cubes. Many BI practitioners perceive MDX to have a high learning curve probably not that much for the language itself but for the multidimensional concepts you need to master before you can get something out of it. When interacting with the community, I am frequently asked to recommend a MDX book. So far, my recommendations have been Microsoft SQL Server 2008 MDX Step by Step by Brian Smith at el for beginners and MDX Solutions by George Spofford at el for more advanced users.
I will add MDX with Microsoft SQL Server 2008 R2 Analysis Services Cookbook by Tomislav Piasevoli (MVP – SQL Server) to my recommendation list. This book takes an interesting approach that will be particularly appealing to readers who have already mastered the basics. As its name suggests, the book is a collection of recipes that you can quickly refer to when you tackle a specific MDX requirement. For example, suppose you need to obtain the last date with data in the cube. You flip to Chapter 2: Working with Time and you find a section Getting Values on The Last Date With Data. In it, the author provides the necessary background to explain the concept and provides a 9-step recipe for implementing it. Besides its practical and concise style, another thing that I liked about this book is that it targets the Adventure Works cube so you don’t have to spend time installing and learning other databases. You can hit the ground running by just copying and executing the query.
All in all, this is great book to add to your repertoire of Analysis Services books. The author is an industry-recognized expert who has many years of experience in developing BI solutions with Analysis Services and this becomes evident quickly. Get the recipes!