What open-source books (or other materials) provide a relatively thorough overview of data science?
One book that's freely available is "The Elements of Statistical Learning" by Hastie, Tibshirani, and Friedman (published by Springer): see Tibshirani's website.

Another fantastic source, although it isn't a book, is Andrew Ng's Machine Learning course on Coursera. This has a much more applied-focus than the above book, and Prof. Ng does a great job of explaining the thinking behind several different machine learning algorithms/situations.