I'm reading "Theodore Rex" by Edmund Morris, right now.
It's his second book on Teddy, this time focusing on his years in the White House. A great lesson about the man and early 20th century US history.
I found Morison's "The Rise of Theodore Roosevelt" superb, and read it twice. By comparison, I found "Theodore Rex" dull, as though Morison had lost his touch.
One question about the list: No autobio of Benjamin Franklin? That's surely one of the classics.