Cormen et al., Introduction to Algorithms.
It's in the bookstore (or you could price compare on the web.)
(Note: I found that the bookstore was charging $69 something plus tax, and www.bigwords.com is $67 something with free medium-slow shipping. Beware people who claim that they will send you the new 2000 second edition; last I heard it was not yet out, though is due out "real soon now.")
The book has a list of errata that runs 27 pages; I will give you the first 6 pages, which cover the first ten chapters of the book, and give you a link to the entire list of errata in Postscript on the Web.
The optional book, Steven S. Skiena's The Algorithm Design Manual is on the subject of translating the "theory" of this main book into practical use.
(Though note that of the three authors of the main text, two have both become multimillionaires by using algorithms knowledge-Leiserson from Akamai, and Rivest from RSA.)