For a handy reference, you can't beat "Python Essential  Reference" by David 
Beazley (along with the online documentation, of course!).  I think this book 
is obligatory if you are going to be working with Python a lot.  I own all 
four editions :)

But you wanted something more in depth with algorithms, etc.  The O'Reilly 
book "Programming Python" by Mark Lutz is a classic and is probably a good bet 
for you.  Core Python by Wesley Chun is also good, and I've seen him on this 
list from time to time.

Also, check out the Python wiki:
http://wiki.python.org/moin/PythonBooks

Cheers
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