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I've written a textbook entitled "Machine Learning: An Algorithmic Perspective". It will be published by CRC Press, part of the Taylor and Francis group, on 2nd April 2009. The book is aimed at computer science and engineering undergraduates studing machine learning and artificial intelligence.
There are lots of Python code examples in the book, and the code is available here. Where special datasets are used they are provided with the code, and there are links to additional datasets at the bottom of the page.

Option 1: Eclipse zip file of all code
Option 2: Choose what you want from here:
Many of the datasets used in the book are available from the UCI Machine Learning Repository.