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I recommend getting two.

Introduction to algorithms, Cormen/Leiserson/Rivest/Stein. Rigorous, detailed, thorough. Dry, technical, intimidating.

The algorithm design manual, Skiena. Friendly, informal, heuristic, insightful. Sloppy, handwavy, gappily incomplete.

They fill one another's gaps very nicely.

[EDITED to add:] I haven't read Kleinberg & Tardos, recommended above; it sounds like it may fill much the same niche as Skiena.

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> The algorithm design manual, Friendly, informal, heuristic, insightful. Sloppy, handwavy, gappily incomplete.

Kleinberg and Tardos is also friendly, informal, insightful, and even heuristic to an extent, but opposite of the others, so IMO its much better and very different than Skiena's, though it isn't a quick read before an exam or an interview sort of a book, which is what Skiena's can be described as. Browse K&T to see what I mean.

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