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The Art of Computer Programming by Donald Ervin Knuth is the most rigorous analysis on the theory and practice of computer algorithms ever written. This incredible work represents many years of effort by the author and is still a work in progress with at least two more volumes (volumes 4 and 5) planned.
These books are a mandatory read if you are interested in designing better, more optimal algorithms. These books are not for the faint of heart and will not be read in one sitting. They are best digested over a period of time.
Visual Explanations
Envisioning Information
The Visual Display of Quantitative Information
The Datawarehouse Toolkit
The Datawarehouse Lifecycle Toolkit
Structure and Intrepretation of Computer Programs
Programming Perls
The Practice of Programming
Modern Operating Systems
Distributed Operating Systems
A Random Walk Down Wall Street
The C Programming Language
Unix Power Tools
Oracle 8i DBA Handbook
Oracle 8i The Complete Reference