CLRS is the classic textbook for Algorithms... For some topics Klienberg and Tardos is good, I will suggest to read the CLRS text and keep K&T for topics you want to read more on, also the K&T problems are much harder (usually) than CLRS.
for their intro algorithms class. I TA'd a semester with this book, and while it definitely has its warts it is much more compact and readable than CLRS.
I'll second Intro to Algorithms, which has been mentioned. It's what I used in my algorithms class and it's quite comprehensive. (It will also take you a while to get through.)