The Sedgewick text is quite good but even better are his classes on Coursera! Very accessible and built around practical exercises.
I'm curious if anyone else experienced this or could point out where I went wrong. I really wanted to do the class and I liked the lectures, but i started it after finishing Gardner's Stanford algorithms Coursera class which had some of my favorite exercises ever. They had you write an algorithm in it's entirety, gave you sample data sets to check against, and let you write it in any language. Compared with that, Sedgwick's assignments were like coding with one hand tied behind my back.