Collections of letters worth reading

I've always loved a good collection of letters of brilliant artists and thinkers. 'Cause it can help you understand the author's world on the level that is not always achievable thourgh their primary work. At the same time, it's a more intimate genre where the author appears as a human being like we all. I love Van Gogh's letters to his brother Theo and to his friends; The Letters of Flaubert are great as well.

What else could you recommend?