There are hundreds if not thousands of great resources for learning and continually improving. These are a few of my favorite ones.

Web Sites
Kimball Group http://www.kimballgroup.com
TDWI http://tdwi.org
KDD-Nuggets http://www.kdnuggets.com
APQC KPI and Process Benchmarking http://www.apqc.org
Microsoft http://www.microsoft.com
SAP http://www.sap.com
Oracle http://www.oracle.com
IBM http://www-01.ibm.com
Teradata http://www.teradata.com
Tableau http://www.tableausoftware.com
Spotfire http://spotfire.tibco.com
SAS http://www.sas.com
IBM SPSS http://www-01.ibm.com/software/analytics/spss
R Statistical Computing http://www.r-project.org
Revolution Analytics http://ww.revolutionanalytics.com
Mahout https://cwiki.apache.org/confluence/display/MAHOUT/Algorithms
Weka Open Source Data Mining http://www.cs.waikato.ac.nz/ml/weka
RapidMiner http://rapid-i.com
Microsoft HDInsight Hadoop on Azure https://www.hadooponazure.com
Apache Hadoop http://hadoop.apache.org
Cloudera http://www.cloudera.com
Microsoft Azure http://www.windowsazure.com
CloudShare http://www.cloudshare.com
Amazon AWS http://aws.amazon.com
Data Visualization http://www.perceptualedge.com
Telling Stories With Data http://data-stories.com
B-Eye Network http://www.b-eye-network.com
Cindi Howson Blog http://www.biscorecard.com
Chris Webb Blog http://cwebbbi.wordpress.com
Teo Lachev's Blog http://prologika.com/cs/blogs/default.aspx
Information Management http://www.information-management.com
Database Journal http://www.databasejournal.com
Tableau Data Visualization Gallery http://www.tableausoftware.com/learn/gallery
Microsoft SQL Server Data Mining http://www.microsoft.com/sqlserver/2008/en/us/data-mining.aspx
Microsoft SQL Server Data Mining Resources http://www.sqlserverdatamining.com/ssdm
Analysis Tookpak for Excel http://office.microsoft.com/en-us/excel-help/
Electronic Statistics Textbook http://www.statsoft.com/textbook/stathome.html
Microsoft BI Resource Center http://www.microsoft.com/bi/resourcecenter/default.aspx
Microsoft BI Official Blog http://blogs.msdn.com/b/microsoft_business_intelligence1
Microsoft BI Official Web Site http:/www.microsoft.com/en-us/bi/default.aspx
Microsoft Technical Network http://social.technet.microsoft.com/Forums/en-US/categories
SAP Community Network http://scn.sap.com/welcome
Open SAP https://open.sap.com
Oracle Technical Network http://www.oracle.com/technetwork
IBM Technical Community https://www-304.ibm.com/communities
Tableau Community http://community.tableausoftware.com/welcome
SAS Community http://support.sas.com/community
Excel Social Network Visualization http://nodexl.codeplex.com
Visio & Visio Services http://blogs.msdn.com/b/visio
Visifire Data Visualization Components http://www.visifire.com
Server Data Platform http://blogs.technet.com/b/dataplatforminsider
SQL Server Best Practices http://technet.microsoft.com/en-us/sqlserver/bb671430.aspx
SQL Server CAT http://sqlcat.com
SQL Server Performance http://www.sql-server-performance.com
SharePoint http://sharepoint.microsoft.com/en-us/Pages/default.aspx
SharePoint Team Blog http://sharepoint.microsoft.com/blog/Pages/default.aspx
SSAS and PowerPivot http://blogs.msdn.com/b/analysisservices
SSAS Info http://ssas-info.com
SSAS CodePlex http://sqlsrvanalysissrvcs.codeplex.com
BIDS Helper http://www.codeplex.com/bidshelper
SSIS Resources http://social.technet.microsoft.com/wiki/contents/articles/776.aspx
PowerPivot http://www.PowerPivot.com
PowerPivot Info http://powerpivot-info.com
PerformancePoint http://blogs.msdn.com/b/performancepoint
Reporting Services http://blogs.msdn.com/b/sqlrsteamblog

Books
ACM Online Books and Courses http://www.acm.org
Data Mining: Practical Machine Learning Tools and Techniques by Ian H. Witten and Eibe Frank
Data Preparation for Data Mining by Dorian Pyle
Data Mining with Microsoft SQL Server 2008 by MacLennan, Tang, and Crivat
Data Mining with R by Torgo
R Cookbook by Torgo
The Data Warehouse Toolkit Collection by Ralph Kimball and Margy Ross
Building the Unstructured Data Warehouse by Bill Inmon
Information Dashboard Design by Stephen Few
Now You See It by Stephen Few
Show Me the Numbers by Stephen Few
Applied Microsoft SQL Server 2012 Analysis Services: Tabular Modeling by Teo Lachev
Applied Microsoft Analysis Services 2005 by Teo Lachev
Applied Microsoft SQL Server Reporting Services 2008 by Teo Lachev
Microsoft SQL Server 2005 Integration Services by Kirk Haselden
PowerPivot for Excel 2010 by Marco Russo and Alberto Ferrari
Practical PowerPivot & DAX Formulas for Excel 2010 by Art Tennick
Professional Microsoft PowerPivot for Excel and SharePoint by Sivakumar Harinath
Microsoft SharePoint 2010 PerformancePoint Services Unleashed by Kashani, Ekdahl, Beto and Vigier
Data Analysis Using SQL and Excel by Gordon S. Linoff
SQL Server 2008 Internals by Delaney, Randall, Tripp, Cunningham and Nevarez
Excel 2007 for Scientists and Engineers by Gerard Verschuuren
Excel 2007 Advanced Report Development by Timothy Zapawa
Excel 2007 PivotTables and PivotCharts by Paul McFedries
Head First Mobile Web by Gardner and Grigsby
HTML5 Mobile Websites by David