If you're interested in working with or learning about Machine Learning, you really MUST check out WEKA. When I first saw WEKA, a few years ago, it looked like a cute tool to start learning ML, with a very small set of implemented algorithms and only available for Java developers. Now, it has become a very rich research platform, in which one can easily test a very wide variety of ML algorithms with endless tuning parameters and analysis tools. You can read data directly from a database and you can now even run WEKA directly from within your .NET code (check also this) !!!!!
I'm a complete newbie with WEKA, but it seems that it's going to be a lot of fun and much faster working with it than anything I did before. I just hope it will hold up to the expectations that are building up in me now...
One more thing - notice that there is the "book version" and the "developer version". The former is the one on which their book is based on and is not expanded (only bug fixes). The latter is the version that is on constant development, has more features, and significantly more implemented algorithms.
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