<p>I am currently learning OLAP &amp; MDX after many years of relational database development.  </p>

<p>Any tips on getting started in MDX? What are the best books and resources to learn MDX?</p>

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
.