I ran across a cool site today called Sorting Algorithm Animations. The site covers 8 popular sorting algorithms and gives you animated illustrations so you can see how each sorting algorithm works. You can even run the animations for all sorting methods at the same time to see how each compare in performance to one another.
What's really interesting is that it shows there is no "best" sorting algorithm. While "bubble" sorting works great when the data is nearly sorted, it's horribly slow when the data is ordered in reverse order. Other methods tend to perform about the same regardless of the randomness of it's data.
The other nice thing is that it details the algorithm used for each sort technique.
This is a great resource if you need to roll out your own sorting algorithms and are trying to decide which algorithm makes the most sense for you application.