There is an overwhelming number of useful algorithms resources on the web. Although Jeff's lecture notes (hopefully) contain everything you need to do well in this course, we strongly encourage you to consult any other source at your disposal.
Lecture notes, slides, homeworks, and exams from algorithms classes at UIUC and several other universities can be found on the web:
Both Coursera and Udacity are offering complete algorithms courses, with videos, readings, and automatically graded exercises. By necessity, these courses tend to focus more on implementation and less on proofs and open-ended design than CS 473.
Algorithms: Design and Analysis taught by Tim Roughgarden, loosely based on algorithms classes at Stanford
Algorithms, compiled by Bhanu Kapoor. Included for completeness, but good only for review of the most basic material.
For students who prefer an actual dead-tree reference, we recommend the following textbooks. The campus bookstore probably doesn't have them, but they're cheaper online anyway. I've asked Grainger Library to put copies of all these books on reserve.
Recommended: Algorithms by Sanjoy Dasgupta, Christos Papadimitriou, and Umesh Vazirani (McGraw-Hill, 2006). Based on the undergraduate algorithms course at Berkeley. A complete draft of the book is available online. This is the closest traditionally published approximation to CS 473.
Algorithm Design by Jon Kleinberg and Éva Tardos (Addison-Wesley, 2005). Based on algorithms classes at Cornell. This is the standard recommended textbook for CS 573.
Introduction to Algorithms (3rd edition) by Thomas H. Cormen, Charles Leiserson, Ronald L. Rivest, and Clifford Stein (MIT Press/McGraw-Hill, 2009). Based on algorithms classes at MIT. The first and second editions are also fine. A significant fraction of this book has been transcribed into Wikipedia.
Algorithms (5th edition) by Robert Sedgewick and Kevin Wayne (Addison-Wesley, 2011). Based on algorithms classes at Princeton. This book doesn't cover everything in CS 473, but what it does cover it covers well; older editions are also fine. A crippled electronic version is available through the University library.