How to typeset pseudocode like in CLRS?

I use algorithm2e to format my pseudocode. It doesn't give exactly the same look as you get in CLRS, but it's quite flexible, is pretty easy to use and gives a nice output.

Here's an example of it in use:

% In preamble
\usepackage[vlined, ruled, linesnumbered]{algorithm2e}
% ...
\begin{document}
% ...
\begin{algorithm}[H]
    \caption{\FuncSty{StoogeSort(}$A$,\ $i$,\ $j$\FuncSty{)}}

    \SetKwFunction{StoogeSort}{StoogeSort}
    \SetKwFunction{Swap}{Swap}

    \SetKwData{OneThird}{OneThird}
    \SetKwData{TwoThirds}{TwoThirds}

    \SetArgSty{}

    \If{$j-i \leq 1$}{ \Return{}\; }

    \OneThird  $\leftarrow i +  \frac{j-i}{3}$\;
    \TwoThirds $\leftarrow i + 2\frac{j-i}{3}$\;

    \tcc{Sort the first and last elements.}
    \If{$A[i] > A[j]$}{ \Swap{$A$, $i$, $j$}\; }

    \tcc{Then recursively sort the first 2/3rds, the last 2/3rds and the first 2/3rds again.}
    \StoogeSort{$A$, $i$, \TwoThirds}\;
    \StoogeSort{$A$, \OneThird, $j$}\;
    \StoogeSort{$A$, $i$, \TwoThirds}\;
\end{algorithm}
% ...
\end{document}

Which gives this output (tex source).

More examples and documentation is available in the algorithm2e manual.