Data Mining: Practical Machine Learning Tools and Techniques (Second Edition) http://www.cs.waikato.ac.nz/~ml/weka/book.html
Which goes nicely with the Weka open source ML toolkit http://www.cs.waikato.ac.nz/ml/weka/
(although it is a good read without the toolkit)
If you want a bit more math, I really like the recent (Oct 2007) book:
Pattern Recognition and Machine Learning by Christopher M. Bishop http://www.amazon.com/Pattern-Recognition-Learning-Informati...
It is nicely self contained, going through all the stats you'll need.
If you're interested in introductory data mining stuff, I would recommend Tan's Introduction to Data Mining: http://www-users.cs.umn.edu/~kumar/dmbook/index.php
Programming Collective Intelligence by Toby Segaran for a practical approach in Python.
If you are looking for a light introduction to naive Bayesian text classification then there's always the piece I wrote for DDJ: http://www.ddj.com/development-tools/184406064
John.
As far as ML goes, I found the "Programming Collective Intelligence" book to very readable and practical, but very light on the theoretical foundations (which is intentional, of course). I've got a copy of the Witten ML book ("Data Mining: Practical Machine Learning Tools and Techniques"), but to be honest I haven't gotten much from it yet, either: it doesn't seem to discuss SVMs in any detail, nor random forests or neural networks. But I haven't really dug into it yet.
I am a big fan of Peter Norvig in particular, he has a ton of great essays and code available online: http://norvig.com/
I would also suggest Elements of Statistical Learning: http://www-stat.stanford.edu/~tibs/ElemStatLearn/
As well as Duda, Hart, and Stork's Pattern Classification: http://rii.ricoh.com/~stork/DHS.html
books about machine learning background/theory: - "machine learning" - http://www.cs.cmu.edu/~tom/mlbook.html - "learning and soft computing" - http://cognet.mit.edu/library/books/view?isbn=0262112558
For a simple-to-use (Python-based) machine learning tool/API check out Orange: http://magix.fri.uni-lj.si/orange/
And it's not an easy course. Don't be discouraged if the problem sets seem impossible. (They very nearly are.)
Not saying that getting physical can not yield interesting results, but to state that it is the only possible way to program intelligence seems just wrong.
Start by reading and completely understanding a few of the simpler machine learning algorithm (Backpropagation neural networks for example), how&why they work. and continue from there.