I first became interested in Edie Sedgwick (1943-1971) when I read two amazing books about her that I highly recommend:
Jean Stein's book is comprised of first-hand accounts by people who knew Edie, and these stories are woven together into a chronological portrait of her life. The photos are black and white, and some are unique to this book. If you really want to get a feel for what her life was like, and what life at Andy Warhol's Factory was like, this is an excellent book.
Melissa Painter's book came out more recently, and includes a CD recording of Edie talking about her life and experiences. This book is *filled* with beautiful photos, and a lot of them are in color. This is truly a stunning coffee table book, but it also tells the story of Edie's life photographically. Some of the photos are rare, and published for the first time in this book. If you want to see some gorgeous shots of Edie, her makeup, and her style, this is a wonderful book. I would read it over and over when I first got it, amazed at Edie's beauty and her tragic life.