Unfortunately most of the websites on analytics and data-mining are chock full of hype and have very little content that you can actually learn from. Still, there are some sites that are regularly referred to by the insiders. Very few, but still. :-)

Here is a great Course on Data Mining created by Dr. Piatetsky-Shapiro and 3 computer science faculty members from Connecticut College working in conjunction with an instructional designer.

This course is organized as 19 modules of 75 minutes and provides a thorough overview of the field. The detailed course outline is available here.

If you know of some other good free courses about data-mining/BI/analytics, please let me know and I’ll put them up here.