I just received a copy of Applied Microsoft Analysis Services, by Teo Lachev. I have to be honest: I already read drafts of this book through this year because I've been one of the reviewer. As I said to Teo, I didn't realized before that this would've been more than 650 pages long: it's an impressive work and it well covers the fundamental concepts of the new Analysis Services 2005, UDM first!
I will get other books on SSAS (but I'm a consultant and teacher and I have to know what is best to suggest to my peers) but this is a very good entry point, not only for beginners but also for experienced AS2000 developers. After two years of beta testing, I still learned a lot reading drafts.
Now I hope someone will write a definitive "Inside Analysis Services 2005" book, that is the big miss since OLAP Server 7.0 release: I need it, I can't master SSAS without it. Help! :-)