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Nietzsche: Politics, Esotericism, Aesthetics, Metaphysics
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Nietzsche: Volumes One and Two (Nietzsche, Vols. I & II)Nietzsche: Volumes One and Two (Nietzsche, Vols. I & II) by Martin Heidegger
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Excellent. The true beginning of serious philosophical interest in Nietzsche. But Beware! Heidegger has his own fish to fry...
Nietzsche: Vols. 3 and 4 (Vol. 3: The Will to Power as Knowledge and as Metaphysics; Vol. 4: Nihilism)Nietzsche: Vols. 3 and 4 (Vol. 3: The Will to Power as Knowledge and as Metaphysics; Vol. 4: Nihilism) by Martin Heidegger
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And he, in a largely unwarranted manner, has imposed on our reading of Nietzsche an obession with onto/meta/theo/epistimo/etcetero concerns that aren't really present in Nietzsche.
Leo Strauss and NietzscheLeo Strauss and Nietzsche by Laurence Lampert
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Excellent. Contains a commentary on 'Note on the Plan of Nietzsche's Beyond Good and Evil' by Strauss. Also contains the essay by Strauss. A wonderful place to learn of political esotericism.
The Mask of Enlightenment: Nietzsche's Zarathustra (Modern European Philosophy)The Mask of Enlightenment: Nietzsche's Zarathustra (Modern European Philosophy) by Stanley Rosen
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Excellent. The wisest anti-Nietzschean. While you're at it also read 'The Question of Being: A Reversal of Heidegger' which also contains a great deal on Nietzsche. Rosen knows many things...
Nietzsche's Task: An Interpretation of Beyond Good and EvilNietzsche's Task: An Interpretation of Beyond Good and Evil by Professor Laurence Lampert
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But Lampert knows one big thing. Nietzsche is laying the groundwork, behind the scenes and beteween the lines, for the rise of a new religion! Excellent. See especially 1st 3 chapters of BGE.
Nietzsche's Teaching: An Interpretation of "Thus Spoke Zarathustra"Nietzsche's Teaching: An Interpretation of "Thus Spoke Zarathustra" by Professor Laurence Lampert
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Excellent. "Enactment of the Nietzschean agenda in science and politics promises a new sense of the sacred, a return of Dionysos and Ariadne." Or, as Nietzsche said, from time to time there is magic.
Nietzsche and Modern Times: A Study of Bacon, Descartes, and NietzscheNietzsche and Modern Times: A Study of Bacon, Descartes, and Nietzsche by Laurence Lampert
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Excellent. Lamperts first book. It treats Bacon and Descartes as Esoteric writers whose interventions led to the necessity of Nietzsche's intervention.
The Question of Being: A Reversal of HeideggerThe Question of Being: A Reversal of Heidegger by Stanley Rosen
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Excellent. Rosen opposes both Heidegger and Nietzsche (though by no means does he consider these two the same) with Plato. A Plato, however, informed (or formed) by Nietzsche.
The Problem of Time in NietzscheThe Problem of Time in Nietzsche by Joan Stambaugh
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Excellent. I wasn't aware of the importance of this work until recently. If you want to see the foundations of the Nietzschean 'metaphysics' of power, chaos and return, this is the book for you.
Nietzsche and Philosophy (Columbia Classics in Philosophy)Nietzsche and Philosophy (Columbia Classics in Philosophy) by Gilles Deleuze
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Excellent. This book begins an important strain of Pomo Nietzscheanism - Power, Chaos, Recurrance. But not entirely unpolitical, note his interest in active and reactive forces.
Nietzsche’s Corps/e: Aesthetics, Politics, Prophecy, or, the Spectacular Technoculture of Everyday Life (Post-Contemporary Interventions)Nietzsche’s Corps/e: Aesthetics, Politics, Prophecy, or, the Spectacular Technoculture of Everyday Life (Post-Contemporary Interventions) by Geoff Waite
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Excellent. The only intelligent, informed left critique of Nietzsche that I have ever seen. He sees through the playful postmodern interpretation and gets to the political heart - Who should rule?
Nihilism Before NietzscheNihilism Before Nietzsche by Michael Allen Gillespie
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Superb. Metculously traces the evolution of nihilism (the unmoored Will) thru Ockham, Descartes, Fichte, + various novelists until we see the culmination in N of an argument begun in scholasticism.
New Nietzsche: Contemporary Styles of InterpretationNew Nietzsche: Contemporary Styles of Interpretation
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Superb. This is where, at least in America, we first learned of the postmodern Nietzsche. An important collection. See especially Jean Granier, whose Nietzsche has never been translated into English.
Nietzsche and the Vicious CircleNietzsche and the Vicious Circle by Pierre Klossowski
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Very good. An early non-Straussian discussion of Nietzsche's esotericism, the 'conspiracy' of the eternal return. See the 6th chapter 'Viscious Circle as Selective Doctrine' and read it through.
Nietzsche's Philosophy of the Eternal Recurrence of the SameNietzsche's Philosophy of the Eternal Recurrence of the Same by Karl Löwith
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Very good. Lowith is a student of Heidegger. Also see his 'From Hegel to Nietzsche' which is also very good. Best known in this country for his argument with Blumenberg about the genesis of the modern
Spurs: Nietzsche's Styles/Eperons: Les Styles de NietzscheSpurs: Nietzsche's Styles/Eperons: Les Styles de Nietzsche by Jacques Derrida
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Good. If you want the Postmodern Nietzsche of dance + mask sans purpose + politics this is the book you want to read; Dionysus + pointless deconstruction. But Nietzsche speaks of purpose everywhere...
Nietzsche and Greek Thought (Martinus Nijhoff Philosophy Library)Nietzsche and Greek Thought (Martinus Nijhoff Philosophy Library) by V. Tejera
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Good. Tejera is a non-Straussian (better said, an anti-Straussian) and not a postmodern who gives superb close readings of texts. Unfortunately, this ends up as another aesthetic reading of Nietzsche.
Nietzsche's Dangerous Game: Philosophy in the Twilight of the Idols (Modern European Philosophy)Nietzsche's Dangerous Game: Philosophy in the Twilight of the Idols (Modern European Philosophy) by Daniel W. Conway
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Good. Tends to overdo the importance of decadence for the esoteric strategies of chapter 5. The reason that Nietzsche needs help to make his world is that no one can entirely control the future...
Nietzsche: The Body and Culture : Philosophy As Philological GenealogyNietzsche: The Body and Culture : Philosophy As Philological Genealogy by Eric Blondel
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Good. A semi-pomo discussion of the interesction of body and culture in the texts of Nietzsche but still quite informative.
Thinker On Stage: Nietzsche's Materialism (Theory and  History of Literature)Thinker On Stage: Nietzsche's Materialism (Theory and History of Literature) by Peter Sloterdijk
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Good. I recently had opportunity to glance at this again after many years and it is an anti-metaphysical materialism that largely misses the philosophical politics.
Nietzsche on Truth and Philosophy (Modern European Philosophy)Nietzsche on Truth and Philosophy (Modern European Philosophy) by Maudemarie Clark
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Good. An important, if not the most important, work on Nietzsche's understanding of truth.
Nietzsche and MetaphorNietzsche and Metaphor by Sarah Kofman
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Good. Another important postmodern understanding of Nietzsche, but again, without philosophical politics.
Paradox of Philosophical Education: Nietzche's New Nobility and the Eternal Recurrence in Beyond Good and EvilParadox of Philosophical Education: Nietzche's New Nobility and the Eternal Recurrence in Beyond Good and Evil by J. Harvey Lomax
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Good. A reading informed by esotericism, but by ignoring, or perhaps I should say exoterically downplaying, deadly purpose in Nietzsche Lomax ends up with an aesthetic reading.
Nietzsche: Life as LiteratureNietzsche: Life as Literature by Alexander Nehamas
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Good, as an example. Demonstrates how the clever aesthetes have misread Nietzsche as encouraging them to do what they would have been doing anyway: striking empty poses and speaking fabulous cliches.
Nietzsche: Philosopher, Psychologist, AntichristNietzsche: Philosopher, Psychologist, Antichrist by Walter A. Kaufmann
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The old standby. Very important in its time to disassociate Nietzsche from the Nazis. His translations are very good. See his Portable Nietzsche and Basic Writings of Nietzsche for Z, BGE, GM and EH.