For classical biographies, Christopher Andersen (the first one I believe), Marc Bego, Lucy O’Brien, Taraborelli, Barbara Victor (somehow different, non linear), Andrew Morton (includes gossips). They are all pretty good to get the picture. I enjoyed Bego quite a lot.
and of course her brother’s book Life with my sister. A must read.
And The Madonna companion by Metz Benson for a more cerebral approach. Academic.
Encyclopedia Madonnica is excellent, sort of a bible.
Anne Bleuzen photobook is beautiful featuring three photoshoot by reknown photographers.
I think Madonna Superstar is also a nice glossy photobook.