Kellock's bio of Houdini is most definitely a whitewash, as Houdini and Bess would have preferred it.
Willaim Lindsey Gresham's 1959 Houdini: The Man Who Walked Through Walls is much fresher, stronger in its criticisms of Houdini's foibles, but also full of interesting detail. There is an extensive bibliography of printed sources and a long list of professional magicians who offered their Houdini collections (including letters) for Gresham's use.
No one has mentioned the two books by the late Milbourne Christopher, himself a professional magician of note. They are:
Houdini: The Untold Story, 1969, is another strong book reminiscent of the Gresham book. Again, the book contains extensive lists of bibliography and a long list of professional magicians who lent their collections.
Houdini: A Pictorial Biography, 1976, is the "Reader's Digest" version, but it features wonderful reproductions of posters, handbills, photographs, and much more for those of us too young to have been there and too poor to be able to collect the real thing. Reprinted in a new edition in 1998, it should be readily available.
Richard: What inaccuracies and mistakes are in some of these older books mentioned in this thread? What makes the Silverman book so superior?