I am currently learning OLAP & MDX after many years of relational database development.
Any tips on getting started in MDX? What are the best books and resources to learn MDX?
A classic, albeit a bit dated, book is Fast Track to MDX. It's a great overview and a quick read, though it doesn't cover the new MDX features of SQL Server 2005.
The Spofford book MDX Solutions is more up date and a little deeper, but a bit harder to get through.
I also highly recommend the blogs of Mosha Pasumansky, Chris Webb, and Darren Gosbell.