After TechEd I realised that in my slide deck I did not recommend The Microsoft Data Warehouse ToolKit by Joy Mundy and Warren Thornthwaite as required reading before starting a BI project.
If you are new to BI or new to the SQL Server 2005 BI platform this book is a great starting point. This book covers an end to end BI solution on the SQL server 2005 platform. The book covers a Reference Architecture for implementing a Microsoft BI Solution.
The book also includes a case study using the Adventure works example database as the source for an end to end BI solution. All the sample code can be downloaded from www.msftdwtoolkit.com