Screencasts, more screencasts, plus some scripts.
Oddly enough, this week was a banner week for data mining screencast references. I took some internal strategy training, and was asked by several attendees for links to the screencasts that I made (on the download page) and received two (maybe three) independent requests for the scripts for those screencasts.
Additionally I was in an e-mail conversation with Professor Emeritus Bill Burrows from University of Washington and discovered coincidentally that he has created his own excellent set of screencasts for the addins! Wacky! I must say that his voice and style is much more pleasant than my own, plus it's not delivered from the perspective of the development team, so you should check them out or send colleagues that way to get introduced to the topic.
And, if you're interested, the scripts from my screencasts are attached - plus a bonus script that I never actually got around to recording!