SVM is a useful alternative to neural networks
Two key concepts of SVM: maximize the margin and the kernel trick
http://www.kernel-machines.org/
http://www.support-vector.net/
http://www.support-vector.net/icml-tutorial.pdf
http://www.kernel-machines.org/papers/tutorial-nips.ps.gz
http://www.clopinet.com/isabelle/Projects/SVM/applist.html