I generally like "The Algorithm Design Manual" for its high-level overview of algorithms, how they relate to each other, and how to choose them. The "war stories" are fun, too. My copy has been on loan to various colleagues almost continuously for the last couple of years.
I greatly enjoyed his eccentric and opinionated book 'Calculated Bets' on writing an automated system for betting on jai alai (although the story petered out rather lamely when the grad students he relied on to write and maintain the code left and he couldn't run it any more).
Sadly jai alai seems to be dying out - otherwise I would have been tempted to have a go myself.
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[ 2.5 ms ] story [ 23.4 ms ] threadSadly jai alai seems to be dying out - otherwise I would have been tempted to have a go myself.