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The textbook is online. Check out the "Reading" link (on left navigation bar) from the coarse main page. I've also attached it below.
I bought Head First Programming also from the O'Reilly series, but guess its for absolute beginners and certainly a lot easier than the course material over here...
It's a rewrite of the Think like a Computer Scientist book. It's open source.
You can look at Learning Python, Mark Lutz. It's not light reading, but you can learn Python from scratch with it and it's the most polished book available. Everything else I've read is a bit crappy by comparison. You can get a copy of it as a torrent, but you'll have to buy a copy at some point or else you'll be accused of funding terrorism or something.
The course uses bit and bobs from a range of books that are available online.
The HeadsUp stuff isn't bad, they are a bit cheesy, but a lot of people have done really well with them. I think there's two for Python. Anything by O'Reilly will be about as good as it'll get, it's always far from perfect, but their stuff is the better stuff from what I've seen.