Depends on what you're doing, programming wise. Structures and Algos is good if you're doing a lot of foundational, ground-up work. But most times (like 90%) you'll just use a library for those structures. If you really, really need a RedBlackTree (you dont), you're probably not going to build it yourself. I mean you can, but it's probably better (and safer) to import a library for it. It's more important to know their use-cases rather than how to build them.
I would argue, that if you're want to learn something functional, I would study up on Design Patterns. Especially for C#.
Structures/Algos are the tools, Patterns are what to build with the tools.
Best book, long term, is probably: Design Patterns: Elements of Reusable Object-Oriented Software I have it, use it. It's great as a reference, but it's also very "textbook".
I actually recommend: Game Programming Patterns it covers almost all the same patterns as the above. But, it's written with a functional "game" usecase standpoint, which makes it easier to comprehend and get through.