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Could you recommend some tutorials regarding OLAP cubes (especially in the context of Microsoft Project Server) and SQL Server Analysis Services? Books would also be great.

+1  A: 

Analysis Services Step-by-Step is the definitive book for learning about SSAS. It takes you through a tutorial with AdventureWorks so you can learn all about building a cube and how it all works. Highly recommended.

Eric
+1  A: 

http://www.ssas-info.com

sagar
+2  A: 

I wrote this document for my colleagues a few years ago, and was careful to include real-world examples:
OLAP_introduction.doc

Magnus Smith