Perhaps the best intro to Nietzsche is a collection of his own aphorisms.

One of the sections is an introduction to Nietzsche by Michael Tanner. Tanner also has a 'Very Short' introduction to Nietzsche as well, some of Nietzsche's writings have Tanner introductions, and Tanner has books on Schopenhauer and Wagner.

The Copleston series is highly regarded. This goes along well with the introduction to 'German Philosophers' above.

Schacht is a more analytical and traditional philosopher; he therefore presents Nietzsche's ideas a little differently than some other scholars. This is also a good intro to Schacht's various essays.

Allison draws from the more imaginative and independently minded readers of Nietzsche (some call it 'continental philosophy'). It's four parts are devoted to a creative reading of "The Birth of Tragedy", "The Gay Science", "On the Genealogy of Morals", and "Thus Spoke Zarathustra".

Newer collection of essays devoted to the renewed interest in Nietzsche's views on morality.

An excellent collection of selected writings of the Presocratics. The Kirk & Raven interpretations are open to scholarly debate, as always.

This provides an excellent complete collection of Heraclitus translations by Charles H. Kahn. Kahn also has interesting interpretations of his own, and they actually come much closer to Nietzsche's own interpretations than, say, Guthrie's or (especially) Kirk's.

One of the most influential writers for Nietzsche perhaps, especially for his third book -- 'Human, All Too Human'.

Goethe is an excellent thinker and these selected works form a nice introduction to his literature and non-fiction work.

Nietzsche is usually included with existentialist philosophers. This is a short collection of selections from Kierkegaard, Nietzsche, Heidegger, Sartre, Camus, and de Beauvoir. It also includes short introductions to each thinker. The editor is an analytical specialist in metaphysics and time, but he also likes teaching existentialism occasionally (he was also one of my professors at one point).

(3) 1878 (volume one), 1879 (volume two), 1880 ('Wanderer').

(5) 1882.

5 Full Texts: (1) 'The Birth of Tragedy'. (7) 'Beyond Good and Evil', 1886. (8) 'On the Genealogy of Morals', 1887. (9) 'The Case of Wagner', 1888. (14) 'Ecce Homo', 1888/1908/1911.

Hollingdale notes the problems with relying on the 'Will to Power' too strongly in coming to understand Nietzsche's philosophy. His sister corrupted his notebooks and mixed in notes he wanted thrown away. And then she might have used some of those when she put together this 'book', which is just a selection of his notebook writings.

April 1885-August 1888.