Go to the source "Art of Computer Programming" Get your hands dirty with MIX
If you're not familiar with The Art of Computer Programming ("TAOCP"), it is an unreadable dense and heavily theoretical treatment of much of the fundamental data structures and algorithms in CS. It's definitely a classic, but I wouldn't try to learn from it if I wanted to be 'practical'. TAOCP is much worse than Intro to Algorithms in readability and practicality.
The most practical use for TAOCP is to display it prominently on your bookshelf to impress your colleagues. :P
Yes, TAOCP is comprehensive and thorough. It's a useful resource, but pedantic and difficult.