Recently a new online Data Mining resource/Book was made available by Dr. Saed Sayad at University of Tronoto.
He has developed a very good and clear to follow online book on the various parts of a data mining project in in particular the various techniques. It also follows the CRISP-DM process.
More online books that a bit more technical are
Elements of Statistical Learning by Stanford University
2nd Edition of the Data Mining Book: Contcepts, Techniques and Applications
A popular academic book is Introduction to Data Mining by Tan et al. If you go to the publishers website the chapters on the main data mining techniques are available free.
Mining Massive Datasets – By Anand Rajaraman and Jeffrey D. Ullman
For Visual Data Mining techniques the following are excellent resources
Visual Analytics Book – www.vismaster.eu/book/
IBM Many Eye Project – http://www-958.ibm.com/software/data/cognos/manyeyes/
There is also the recent book by Tom Davenport called Analytics At Work.
Book web site http://www.analyticsatworkbook.com/
Reactive Business Intelligence – Online Data Mining Book