If you want a fairly easy read without too many equations, try:

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.