In addition to those already mentioned here, I enjoyed the book 'Algorithms' by Robert Sedgewick & Kevin Wayne.
The algorithms are explained, and demonstrated (in java). But with the knowledge of how the algorithm works you should be able to use them in another language.
(And even though henrik_w already mentioned it, Code Complete2 is a really good book to read!)
Good advice! I have an older version, in which the implementations are explained in Pascal. I understand that newer issues cover java. I'd believe the book goes well with his coursera course:
The algorithms are explained, and demonstrated (in java). But with the knowledge of how the algorithm works you should be able to use them in another language.
(And even though henrik_w already mentioned it, Code Complete2 is a really good book to read!)