I found this free book to be a pretty good introduction, and it is also pretty easy to read and understand,
(at least from my perspective) but thorough enough to actually write algorithms from.
http://www.dspguide.com/pdfbook.htm
The download version is entirely free, but you can also pay for a Hardcopy.
Personally, having search able pdf files is better for me than a hardcopy, but you will have to go through
the trouble of downloading each chapter
.