Programming Collective Intelligence (http://www.amazon.com/Programming-Collective-Intelligence-Building-Applications/dp/0596529325 http://www.amazon.com/Program

Programming Collective Intelligence (http://www.amazon.com/Programming-Collective-Intelligence-Building-Applications/dp/0596529325 http://www.amazon.com/Programming-Collective-Intelligence-Bu...) is a great resource. It serves as a practical introduction to several different machine learning algorithms. Although they are presented from a specific perspective (collaborative filtering), many of the techniques are general and are used across machine learning. The explanations of the algorithms are clear, simple, and the author does a nice job of building up the level of complexity over the course of the book. Also, you will get much more out of it if you follow along with the provided python-based implementations.