Robert K Massie's Peter the Great. It was immensely satisfying. I only got it because it was a Kindle 99p deal at one point and it was listed as a Pulitzer prize winning book. I never thought I'd be so engrossed by a Russian Tsar. The book is in effect not only a biography of Peter the Great but also a mini biography of countless other players in the era he lives in. You come away with a complete picture of the entire world he lived in, how he affected it and what in fact his actions meant on the wider world stage. As a bonus to all of that, there was all the amusing stuff he did in between; inventing a fake religion to take the piss out of the established state religion together with his drinking buddies comes to mind.

Another one I really enjoyed was Team of Rivals; the one about Lincoln. Up to the point of watching Daniel Day Lewis' Lincoln I had not been interested in learning about presidents but the movie actually got me to look up the book and read it; I was expecting it to be a hard slog filled with boring detail on political minutiae but was pleasantly surprised. Although not in the same class as Peter the Great (even though it's also a Pulitzer prize winner I think) as that book I just raced through it was still immensely enjoyable and left me not only with a greater understanding and respect for Lincoln but also an interest in exploring more biographies in general. I have an eye on the Roosevelt series mentioned in another response actually; the only problem is the second book in the series isn't on Kindle which is incredibly frustrating.

Agent ZigZag is also an incredibly fascinating biography. I do read a lot of WW2 related books and I picked it up on a whim ages ago as I needed a hardcopy book to while away the commute with. It proved to be laugh out loud funny and one of my favourite books for quite a while; I've got other books by the same writer but they never really gave me the same satisfaction as Agent ZigZag has done.