>I ordered a book, The Functional Approach to Programming, and
>although it does help somewhat it is too theoretical/math
>oriented. So are most of the docs and examples I have seen. 

Did you imply that math is not practical? :-)

The Functional Approach to Programming is my favorite book on ML! And 
Chapter 8 Syntactic Analysis is my favorite chapter. However, as its 
title says, this is a book about programming, and it is not a language 
book.

(Structures and Interpretation of Computer Programs is my favorite book 
on Lisp. However, if somebody is reading SICP in order to quickly become 
productive with Scheme, s/he will be disappointed, too.)

Maybe we need a introductory book that (1) starts with examples in text 
processing and other "symbolic" stuffs, which nicely shows off caml's 
strong points in practical applications; (2) emphasize on how to solve 
problems using existing tools (i.e., using the algorithms and data 
structures from the standard library instead of writing our own versions, 
using camllex/camlyacc instead of writing our own parsers, etc.). The 
result will be a practical book that sells lots of copies and promotes 
o'caml to lots of new fans, although it might not be as "interesting" as 
the two books mentioned above.

Cheers,
Hao-yang Wang