I use KB's a lot for baseball training and have obtained several kettlebell certifications and stuff like that. Mahler is pretty good but not for a beginner since he tends towards the hard core strength stuff. Here is my view of how to approach learning KB's:
- Beginner: in my opinion everyone should start with Enter the Kettlebell (book of DVD) by Pavel Tsatsouline. This book is the basic bible for KB's and Pavel is the guy who started the whole movement in the US. Even if you move up quickly, many people refer to this book for basic terminology and form so you don't want to skip it. There is also a workbook called "Rite of Passage" by AOS (see below) which puts Pavel's stuff into a very specific program and is excellent for basics. Any way you do this, you MUST understand how to do swings, TGU's, cleans and statches with perfect form before moving on to harder stuff.
- Intermediate: I really like the stuff by Anthony Diluglio at AOS. "Smokin Ladders" in about the best KB/tabata program I have run across and it works great for baseball general conditioning.
- Advanced: this is where you would look at guys like Mike Mahler or Steve Cotter or Steve Maxwell. After you have a basic understanding of how KB's work and your body has adapted, you can more specific i.e. baseball, MMA, etc...
As a footnote, there is some baseball specific KB stuff here http://www.kettlebelltrainingforbaseball.com/ including a free PDF but I never found it particularly compelling.
Hope that helps.