Certainly no singer has been more mythologized and more misunderstood than Billie Holiday, who helped to create much of the mystique herself with her autobiography, Lady Sings the Blues. "Now, finally, we have a definitive biography," said Booklist of Donald Clarke's Billie Holiday, "by a deeply compassionate, respectful, and open-minded biographer whose] portrait embraces every facet of Holiday's paradoxical nature, from her...