About the best biography i have ever read was 'Ladies and Gentlemen...Lenny Bruce', by Albert Goldman.
I only had it for a couple of weeks before I lent it out and never got it back, and it is out of print, but the memory remains. I will track down a copy one day. It has a 4 or 5 page narration of story told to Goldman by a young street hustler type guy who was a pal of Lenny Bruce's, about a high society party that Lenny was invited to, and he tagged along, I mean like a massive Cinderella ball...one of the best anedotes I've ever read, just hilarious.
'The Lives of John Lennon' by Albert Goldman is also a favourite, a close second to that one. It has a chapter called 'Cosmic Rock' which deals with a period in Lennon's life in the 70s when he went to Europe for a while with Yoko to stay with these fruitcakes who claimed they were going to put Lennon in touch with aliens who were very interested in the Beatles influence on humanity. A couple of friends tracked them down in some shack in the middle of nowhere with their heads shaved and tripping out of their minds.
Before that they had met up with one of the ufo fruitcakes, who they claim had a large section of flesh missing from his back as he had walked out of hospital before healing from an operation , and you could see his lungs breathing within.
but that is not the clincher, they claim he had a little model of a city that was floating above his table, held there by the secret of anti-gravity that the aliens had bestowed upon him, lol.
Yes, some of it is probably a lot of crap, and some is proabably hyperbolic, but it is a damn good read.
AG's 'Elvis' book is a hoot as well, more outrageous stories, you just can't put them down.
'lost in the funhouse', an Andy Kaufman biography is very good as well. Going into great detail about his life at home, many many hours spent alone perfecting his crazy persona before unleashing himself upon the unsuspecting comedy world. there's an inetersting anecdote about one of the comedy promoter's who spotted Kaufman when he entered the room of teh comedy club he forst played at. she had a psychic vision of him spending all his time alone in his house doing all his crazy stuff, and knew there was something very peculiar, but special about this guy.
Just an amazing crazy life very well researched, the guy used to work normal jobs as a busboy and dishwasher when he was in 'Taxi', just to keep amonsgt regular people, and all that stuff he got up to with the wrestling and the personas. If you liked the Milos Forman, jim Carrey movie, you would love this.