Other's already mentioned Jordan, Bishop and Friedman - these are all great
I really liked Thrun, Burgard, and Fox's text Probabilistic Robotics - they use a lot of ML like algorithms under very tough constraints (limited CPU and real-time performance)
Shapire (inventor of AdaBoost) has a good course http://www.cs.princeton.edu/~schapire/
Hinton et. al. have a good advanced course: http://www.cs.toronto.edu/~hinton/csc2535/
Moore from CMU has some good slides too: http://www.cs.cmu.edu/~awm/10701/
However, in terms of books I would add Elements of Statistical Learning (Hastie, Tibshirani, and Friedman). It is an excellent text that covers a lot of ground. The down side of this of course is that it is written at the graduate level, so be prepared.
That will set you on your way! Good luck, it is fascinating stuff.
Machine Learning at MIT.
[CS 188] Artificial Intelligence - http://inst.eecs.berkeley.edu/~cs188/sp08/lectures.html
[CS 294] Practical Machine Learning - http://www.cs.berkeley.edu/~pliang/cs294-spring08/#administr...
[CS 281A] Statistical Learning Theory - http://www.cs.berkeley.edu/~jordan/courses/281A-fall07/
[CS 281B] More Statistical Learning Theory - http://www.cs.berkeley.edu/~bartlett/courses/281b-sp06/
There may be more that I don't know of, but I know these courses are fairly well regarded (I'm planning to take 188 and 281A next semester).
(a la http://blogs.sun.com/jonathan/entry/moving_a_petabyte_of_dat...)
or email a copy to peter at pchristensen dot com
Thanks!
http://www.datawrangling.com/hidden-video-courses-in-math-sc...
videolectures.net has a ton of material as well
Hastie and Bishop are good books to start with, assuming you have a reasonable mathematics background.