http://www.cs.sunysb.edu/~algorith/video-lectures/ is another great source for video lectures.
http://en.wikipedia.org/wiki/List_of_algorithms has a veritable zoo of algorithms. Best part: contribute to the pages and you'll learn it better than just reading. For a true zoo of algorithms to start off a search, http://www.itl.nist.gov/div897/sqg/dads/ is perhaps the best.
Stack Overflow's got many good threads on Big O and comparative complexities, for instance http://stackoverflow.com/questions/133008/what-is-big-o-nota...