We investigated methods for selecting tagging SNPs. This work has been summarized in:

Phuong, Lin, and Altman, Choosing SNPs Using Feature Selection The IEEE Computer Society Computational Systems Bioinformatics Conference. 2005 Aug 8-11, Stanford, CA;301-309. [PDF] (Journal of Bioinformatics and Computational Biology. 2006 Jun (in press))

and

Lin and Altman, Finding Haplotype Tagging SNPs by Use of Principal Components Analysis, American Journal of Human Genetics 2004 Nov;75(5):850-61. Epub 2004 Sep 23. [PMID][PDF].