This one's a very specific one, but I have to recommend Stefan Zweig's Fouche. It truly is a fantastic biography of Fouche and his relationship to the various sides he supported at different times (from the Republic to Louis XVIII), and personally it gave me a lot of fascinating insight.
Damn, you've just reminded me I really need to get a hold on this.
From biographies by Zweig I've read those about Mary Stuart and Marie-Antoinette. I've bough one about Balzac, but haven't started yet.