High up in the clouds, John F. Kennedy Jr. discovered a serenity and peace that often eluded him on the ground. "The sunset is so beautiful," he radioed his flight instructor on his first solo flight in 1996. "Can I go around one more time?" Permission was granted. And for the next three years, Kennedy escaped the burden of being the son of a beloved slain President, the burden of being a sex symbol hounded by paparazzi, by soaring above it all. But tragedy is the Kennedy family curse. In retrospect, it no longer shocks or surprises that the thing...