As often as this gets recommended, I'd go with Introduction to Algorithms (CLRS)[1]. I'm currently in the process of going through it on my own as I'm taking a semester off, and I find it perfect to study from. It goes in depth, explaining the math behind run times (which some may like about it, while other might not), and it covers a lot of ground. I haven't fully finished it, and I'm only on chapter 6, but so far it's one of my favourite textbooks to study from.
[1] http://www.amazon.com/Introduction-Algorithms-Thomas-H-Corme...