The whole point of big encyclopedic texts like Cormen et al. is to wet your feet and give you a broad exposure to various techniques. That way you have a small idea on what you want to use next, and you know which domain to focus your research.
My one recommendation is to ditch programming languages with huge boot-times when playing with algorithms. You want something that you can interact with live and see results; in that regard, even a symbolic algebra system like Maxima would be better than C, C++ and Java. Lisp and Python would be ideal for most algorithms.