A handy textbook reference with plenty of theory along with workable applications is Handbook of Statistical Analysis and Data Mining Applications (Nisbet).
StatSoft also offers a series of data mining tutorial videos on its YouTube channel.
1. Session 1 Data Mining with STATISTICA
2. Session 2 Data Mining Process using CRISP
3. Session 3 Introduction of Credit Risk Data
4. Session 4 Data Import and Query
5. Session 5 Initial Graphical Review
6. Session 6 Data Cleaning & Outliers
7. Session 7 Data Cleaning and Missing Data
8. Session 8 Other Data Cleaning Techniques
9. Session 9 Graphical Exploration
11. Session 11 Stratified Random Sampling (see also text Sampling: Design and Analysis (Lohr))
12. Session 12 Data Sampling and Case Selection
13. Session 13 Variable Screening
14. Session 14 Impact of Too Many Variables
15. Session 15 Variable Redundancy
16. Session 16 Introduction to Recursive Partitioning Methods
17. Session 17 C&RT
18. Session 18 CHAID for Classification
20. Session 20 Random Forest Tools
21. Session 21 Comparing Performance Across Models
22. Session 22 Voted Predictions
23. Session 23 Introduction of Beverage Manufacturing Data
24. Session 24 C&RT for Regression
25. Session 25 MARSplines for Regression
26. Session 26 Neural Networks for Regression
27. Session 27 Introduction of Marketing Data
28. Session 28 Cluster Techniques
29. Session 29 Exploring Model Lift and Gain
30. Session 30 Model Deployment and Scoring
31. Session 31 Data Miner Workspace
32. Session 32 Custom Nodes in Data Miner Workspace
33. Session 33 Automation and Macros
34. Session 34 Using and Manipulating Data Miner Projects Via Automation
35. Session 35 Data Miner Recipes