I've been working with both books and Think Bayes is more accessible (and its also free). I recommend going through it before getting to PyMC. One huge reason

I've been working with both books and Think Bayes is more accessible (and its also free). I recommend going through it before getting to PyMC. One huge reason why is that the author has implemented everything you use in Python in a way that enables you to read his code to more fully understand what's happening. I'm on chapter 5 or 6 and he hasn't even touched on MCMC yet which is most welcome.