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Reading Nietzsche
By an Amazon.com customer
What Nietzsche Really SaidWhat Nietzsche Really Said by Robert C. Solomon
Buy new: $11.21 / Used from: $6.20
Adequately addresses the common misconceptions in Nietzsche interpretation.  Geared toward beginners, easy to read and illuminating: the perfect introductory volume.
Nietzsche: The Man and his Philosophy (Biography)Nietzsche: The Man and his Philosophy (Biography) by R. J. Hollingdale
Buy new: $32.96 / Used from: $23.99
Arguably the best biography on Nietzsche available.  Crisp and concise, it discusses Nietzsche's philosophy within the context of his life.
Nietzsche: Philosopher, Psychologist, AntichristNietzsche: Philosopher, Psychologist, Antichrist by Walter A. Kaufmann
Buy new: $16.90 / Used from: $6.90
First published in 1950, a monumental scholarly achievement.  The book that first showed Nietzsche deserved and needed to be taken seriously; remains indispensable for any student of Nietzsche.
Nietzsche: His Philosophy of Contradictions and the Contradictions of His Philosophy (International Nietzsche Studies)Nietzsche: His Philosophy of Contradictions and the Contradictions of His Philosophy (International Nietzsche Studies) by Wolfgang Muller-Lauter
Buy used from: $25.00
Does not attempt to "discredit" Nietzsche as the title may suggest; rather it analyzes contradiction within the context of his philosophy, resulting in one of the best comprehensive studies I've read.
Friedrich Nietzsche and the Politics of the Soul: A Study of Heroic IndividualismFriedrich Nietzsche and the Politics of the Soul: A Study of Heroic Individualism by Leslie Paul Thiele
Buy new: $28.95 / Used from: $4.99
For the seasoned Nietzsche reader, this volume is a must.
Making Sense of Nietzsche: REFLECTIONS TIMELY AND UNTIMELY (International Nietzsche Studies)Making Sense of Nietzsche: REFLECTIONS TIMELY AND UNTIMELY (International Nietzsche Studies) by Richard Schacht
Buy new: $21.00 / Used from: $3.63
Schacht displays an understanding of Nietzsche that is uncommon even among the experts.  Excellent work.
The Cambridge Companion to Nietzsche (Cambridge Companions to Philosophy)The Cambridge Companion to Nietzsche (Cambridge Companions to Philosophy)
Buy new: $32.48 / Used from: $5.00
Essays from Hollingdale, Schacht, Higgins, Solomon, Magnus, Nehamas, et al: an extraordinary essay collection by the leaders in Nietzsche scholarship.
Reading NietzscheReading Nietzsche
Buy new: $40.00 / Used from: $6.32
Like Cambridge Companion, a collection of essays from the modern elite.
Conversations with Nietzsche: A Life in the Words of His ContemporariesConversations with Nietzsche: A Life in the Words of His Contemporaries
Buy new: $60.00 / Used from: $8.87
Refreshing change from standard biography.  Title not misleading: selection of writings by the likes of Overbeck, Ree, Forster-Nietzsche, his mother, Gast, etc.
NietzscheNietzsche by Lou Salome
Buy new: $14.49 / Used from: $17.58
Salome's own genius is illuminated as she combines a psychologist's wit with an intimate knowledge of Nietzsche.  Not as "personal" as I had hoped, but a reasonable contribution in the academic sense.
New Nietzsche: Contemporary Styles of InterpretationNew Nietzsche: Contemporary Styles of Interpretation
Buy new: $29.00 / Used from: $4.42
I found this book very difficult; but essays by the likes of Heidegger, Deleuze, and Derrida make it a very serious and noteworthy volume.
Nietzsche: Life as LiteratureNietzsche: Life as Literature by Alexander Nehamas
Buy new: $22.23 / Used from: $6.92
The back of this book calls it "The best and most important book on Nietzsche in English."  This claim is silly.  Still, Nehamas is an elite-level Nietzsche scholar, and this his chief work to date.
Nietzsche's Revaluation of Values: A STUDY IN STRATEGIES (International Nietzsche Studies)Nietzsche's Revaluation of Values: A STUDY IN STRATEGIES (International Nietzsche Studies) by E E. Sleinis
Buy new: $22.00 / Used from: $5.85
The title of this volume had me drooling. Unfortunately, only an average book in present company.
Nietzsche as PhilosopherNietzsche as Philosopher by Arthur C. Danto
Buy new: $19.36 / Used from: $2.00
I am not a fan of this book.  Nonetheless, it is undoubtedly a hallmark in Nietzsche criticism and interpretation, and many of the subsequent texts refer to it (if only to disagree).
On the Genealogy of Morals and Ecce HomoOn the Genealogy of Morals and Ecce Homo by Friedrich Nietzsche
Buy new: $10.04 / Used from: $1.99
With Genealogy arguably marking the complete emergence of Nietzsche's "mature" period, and Ecce Homo perhaps his most notorious work, this volume encapsulates the best of Nietzsche.
The Gay Science: With a Prelude in Rhymes and an Appendix of SongsThe Gay Science: With a Prelude in Rhymes and an Appendix of Songs by Friedrich Nietzsche
Buy new: $10.36 / Used from: $2.93
The first book of the "mature" period.  Readers not interested in the development of Nietzsche's thought would do well to begin here.
Beyond Good & Evil: Prelude to a Philosophy of the FutureBeyond Good & Evil: Prelude to a Philosophy of the Future by Friedrich Nietzsche
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The Nietzsche philosophy as a whole should probably bare this exact title.  Part of the "mature" period, among Nietzsche's best.
The Portable Nietzsche (Portable Library)The Portable Nietzsche (Portable Library) by Friedrich Nietzsche
Buy new: $12.24 / Used from: $3.30
Includes the complete text of Zarathustra, Twilight of the Idols, and The Anti-Christ, as well as a selection from the other works.  Edited by Walter Kaufmann, its commentary is also superb.
Nietzsche: Human, All Too Human: A Book for Free Spirits (Cambridge Texts in the History of Philosophy)Nietzsche: Human, All Too Human: A Book for Free Spirits (Cambridge Texts in the History of Philosophy) by Friedrich Nietzsche
Buy new: $17.15 / Used from: $4.74
Though inferior in subtle ways to his later work, this collection of nearly 1,400 aporisms is vintage Nietzsche.
Daybreak: Thoughts on the Prejudices of Morality (Cambridge Texts in the History of Philosophy)Daybreak: Thoughts on the Prejudices of Morality (Cambridge Texts in the History of Philosophy) by Friedrich Nietzsche
Buy new: $16.37 / Used from: $3.00
A sustained critique of Christian morality in 575 aphorisms.  Vintage Nietzsche.
Nietzsche: Untimely Meditations (Cambridge Texts in the History of Philosophy)Nietzsche: Untimely Meditations (Cambridge Texts in the History of Philosophy) by Friedrich Nietzsche
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Four sustained essays, including "Schopenhauer as Educator" and "On the Uses and Disavantages of History for Life."  The most neglected of Nietzsche's works.
The Will to PowerThe Will to Power by Friedrich Nietzsche
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There is no space here for an elaboration on this piece.  I would only stress this is merely a collection from the notebooks, best reserved for seasoned Nietzsche readers.
Nietzsche: Writings from the Late Notebooks (Cambridge Texts in the History of Philosophy)Nietzsche: Writings from the Late Notebooks (Cambridge Texts in the History of Philosophy) by Friedrich Nietzsche
Buy new: $23.39 / Used from: $13.99
Published in 2003, a new, chronological translation of the notebooks with some previously untranslated material.  On the whole, for the experienced Nietzsche reader, 'Will To Power' remains superior.
Thus Spoke Zarathustra: A Book for All and None (Modern Library)Thus Spoke Zarathustra: A Book for All and None (Modern Library) by Friedrich Nietzsche
Buy new: $13.60 / Used from: $3.64
Undoubtedly Nietzsche's most poetic, artistic, and popular book, it is also by far his most difficult.  Should generally be avoided until a substantial understanding of Nietzsche is met.
The Birth of Tragedy and The Case of WagnerThe Birth of Tragedy and The Case of Wagner by Friedrich Nietzsche
Buy new: $9.35 / Used from: $0.69
While I own this book, I have not fully read either essay; both are highly specialized and thus rather difficult. At the same time, I thought it a disservice to leave the volume off this list.