I came across a great list of Data Mining Books while perusing around the internet. The list is maintained by Kurt Thearling who is Director and Chief Scientist in various organizations helping to develop their Analytics and Engineering groups. Kurt has written some white papers on the subject of Data Mining and has also been featured on NPR. Kurt's NPR piece was about data mining and privacy which is obviously a big subject in our Facebook society today.
I believe this is probably one the the most comprehensive lists of Data Mining books available. If you are interested in obtaining one of these books please be sure to peruse the the new IEOR Tools Online Store Data Mining section. There you can find books and references on Data Mining with varying levels from introductory to advanced applications.