Books

Theory

• Introduction to Algorithms, by Cormen, Leiserson, Rivest and Stein
  • If you want your pseudocode to look as neat as CLRS, take a look at the LaTeX package clrscode. See also: A suite of tools for typesetting algorithms in pseudo-code from CTAN.
• Algorithm Design, by John Kleinberg and Éva Tardos
• An Introduction to Data Structures and Algorithms, by James A. Storer
• The Algorithm Design Manual, by Steven S. Skiena
• The Art of Computer Programming, by Donald E. Knuth

Practical

• Mastering Algorithms with C, by Kyle Loudon, August 1999, ISBN 1-56592-453-3 (O'Reilly)
• Numerical Recipices in C++. (The C version gets better reviews.)

Online Courses

• MIT OpenCourseWare: 6.042J / 18.062J Mathematics for Computer Science
• MIT OpenCourseWare: 6.046J / 18.410J Introduction to Algorithms
• Harvard Extension School: E-124 Introduction to Algorithms