There are a lot of good books on the subject. I like An Introduction to the Analysis of Algorithms. Also check out the algorithms course on MIT OpenCourseWare (using CLRS as the course text). It's a little bit deep, but having it online allows you to go at your own pace.
A couple of other books that I've started reading recently are Algorithms in a Nutshell and the Algorithm Design Manual. They both take a lighter approach than most algorithms books. Instead of heavy math and formal proofs these books give you realistic problem statements and show you the steps taken to refine an algorithm. They also show you how to estimate and measure the complexity of a solution. I would highly recommend either book.
