Nietzsche: a philosophical biography-- by Rudiger Safranski. Goes through the development of Nietzsche's ideas by placing them in context of what was going on in his life at the time, e.g. he'll quote from the book he was writing and then from his notes or letters. The first half was very enjoyable and interesting, second half shows the strangeness of Nietzsche. Also the second half spends more time on the parts of Nietzsche's philosophy that I don't find very interesting.
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