Although I'm devoted to Knuth, CLRS' Introduction to Algorithms is a good read.
Leiserson (the "L" in CLRS) has his lectures [youtube.com] free online. Caution: skip the first 16 or 17 minutes of the first lecture, it's administrative stuff.
The course website is available [mit.edu] thanks to MIT's OpenCourseWare.
The pseudocode appears a little foreign for neophytes (e.g. writing foo←bar instead of foo=bar for assignment). The assignment pseudocode operator actually remains the same across the board...at least, among theoretical computer scientists.
CLRS fixes their pseudocode conventions in their third edition, however; which was published after these lectures were Youtubed.
A personal quibble: array indices for CLRS begin at 1. This annoys me. But it is a misdemeanor, not a felony.
Also, if you are wondering about the difference between big-O notation and big-Theta notation: suppose some algorithm for a computer were Θ(n), then it is O(n). But not all O(n) algorithms are Θ(n) --- there are some rare instances when this is true.
So Θ(n) gives a more strict criteria than O(n), but in practice it's "ok" to mix up notations (since we usually examine worst-case scenarios anyways!).
Addendum: when is it not ok to make this mistake that [f(n)=Θ(g(n))]==[f(n)=O(g(n))] for some f(n), g(n)?
When f(n)<g(n).
However, if g(n)<f(n)<c*g(n) for every n and for some fixed positive integer c, then [f(n)=Θ(g(n))]==[f(n)=O(g(n))]
So if we study the worst case situations, it's okay to mix up big-O and big-Θ notation. The difference occurs when we study the best-case behaviour (which Leiserson calls "bogus"), and possibly when we study the average-case behaviour.
Punch-line: the big-Θ convention is "stronger" than (i.e., implies) the big-O notation, but big-O notation does not imply big-Θ in general.
For studying worst-case behaviour, they are equivalent.
When studying average-case behaviour, we do not know if they are equivalent (it needs to be proven for each algorithm).
When studying best-case behaviour, you are committing fraud: best-case scenarios are bogus.
