Data mining

To feed my continuing interest in behavioral economics, I've decided to dig deeper into data mining. It seems that every researcher uses data mining in some way. I'm taking a course in statistical approaches to natural language processing. It is definitely improving my understanding of the difficulties involved in analyzing the data. I also hope to get a few books on the subject soon.

It seems that real estate data is quite the gem of the behavioral economics world. I guess because it is free and easily accessible, it gets more interest, much like blogs for the search community.

Probably the best thing to do would be start with a question. What do I want to know about the world? And then start finding the right ways to answer it. I'm not sure what my question will be. Stay tuned. In the mean time, I wonder where you find real estate data...