Isn't really a biography, but Spirit of The Age by William Hazlitt is very worth reading. Basicially it contains chapter-long mini-biographical articles on prominent public figures from the early 1800s, including Lord Byron, Wordsworth, Coleridge, Robert Southey, Jeremy Bentham, Thomas Malthus, Sir Walter Scott, William Wilberforce etc etc.
I found it very interesting and Hazlitt writes extremely well. It's even on Project Gutenburg http://www.gutenberg.org/etext/11068
I also recently read Room Full of Mirrors
by Charles R. Cross, a biography of Hendrix. It wasn't bad.