Wellington: The Years of the Sword (Elizabeth Longford, 1969) is the best Wellington biography I've read. I found myself deliberately slowing down when I got to the Waterloo section because I didn't want it to end, and I don't think I've ever felt that way about a biography before.
I didn't have high expectations of it going in. It's an older biography, for starters. I have this prejudice, one that I can't quite explain, for either primary sources or the most recent treatment out there. Also, Longford was Lady Longford, a countess and a relative by marriage of Wellington's family, which I thought might render her too close to her subject, in a way.
She does take a more intimate approach than the other Wellington biographers I've read, but it works, IMHO. At least for me, though maybe the fact he plays a large role in my alternative history, which means I spend a lot of time trying to get into his head myself, influences my reaction. Anyway, this isn't a work of hagiography--Longford doesn't turn a blind eye to her subject's flaws. But it's clear she likes him in spite of his faults and admires his honor, integrity, and military acumen, which again works for me because I feel the same way.
I even want to read her second volume, Wellington: Pillar of State, now, despite my distinct preference for Wellington the general over Wellington the politician.