While written for SQL Server 2005 and a little out of date for SQL Server 2008, The Microsoft Data Warehouse Toolkit: With SQL Server2005 and the Microsoft Business Intelligence Toolset is a must read for anyone looking to learn and/or apply the Kimball methodology of dimensional modeling while using the Microsoft SQL Server BI stack (SSIS, SSRS, SSAS).
The book starts by describing what the Kimball group has determined to be the best way to execute the requirements gathering phase, it then moves on to designing the dimensional model including the physical relational data warehouse, creating the ETL infrastructure (SSIS), an OLAP database (SSAS), creating standard reports (SSRS), dealing with partitioning, security, maintenance, etc.
Someone with a few years of SQL Server experience can build a full-blown, mid-sized BI solution with this book alone.
The book also has a great, although not physically attractive, companion website. Check out the tools section for some invaluable tools including a dimensional modeling spreadsheet that is perfect for the first few iterations of the relational data warehouse. While not extremely fancy it will generate quality "create" scripts for the initial development phase of your project.