Quite good and filled with the kind of exercises that help the language really sink in. Also the OS X installation process for SML/NJ has recently become quite simple.
One big difference between OCaml and SML is that ocamlopt makes it dead simple to create executables for a wide variety of platforms, and that is not so easy w/ SML/NJ.
As absolutely suitable for self study I would recommend:
https://www.amazon.com/Elements-ML-Programming-ML97-2nd/dp/0...