As part of my oft mentioned dev spin up, I've been getting my knowledge of data structures and algorithms back up to (almost) parity with where it was when I left full time dev just over 2 years ago. Along with spending about $300 on various books (reviews soon!) I've been surfing around in search of great sites. One of the best I've found is Eternally Confuzzled which as well as having a great name has really good coverage of various data structures and algorithms. Most of the code samples there are in C++ but to be honest it's fairly easy to translate these concepts in the C#.
UPDATE: Should add actually, I found the link to this site in the source for NGenerics, a terrific .NET based implementation of data structure and algorithms missing from the .NET framework using generics. It also has really useful documentation and is just the best way to learn how these algorithms work in C#!