Algorithms are an enticing concept. When in grad school for Software Engineering, the hows, whys and the pattens are both mind blogging and intriguing. The history of algorithms, their application before the advent of computing, and in the present are all very interesting.
Here are some material that has been of great help -
Introduction to Algorithms by Thomas H Cormen, Ronald L. Rivest and Clifford Stein
Algorithms in Modern Mathematics and Computer Science by by Donald E. Knuth
Algorithms by Sanjoy Dasgupta, Christos Papadimitriou and Umesh Vazirani
I am always looking for more, please feel free to comment