Just a note I thought might be useful. I am a self-taught programmer as well and personally, I found the O'reilly 'Algorithms in a nutshell'[1] book excellent as both a learning resource as well as reference. Also, it is a /much/ smaller book with a '...focus on application, rather than theory...' and /complete/ working code.

[1] http://www.amazon.com/Algorithms-Nutshell-In-OReilly/dp/0596...