In addition to the essays in the Geuss book, Outside Ethics, many of which deal with Nietzsche or Nietzschean themes, here's what's on my reading list that is Nietzsche-related (some of these I've already read some of and may write about, others I haven't started):
Christopher Janaway, Beyond Selflessness: Reading Nietzsche's Genealogy(Oxford University Press, 2007)
Tamsin Shaw, Nietzsche's Political Skepticism (Princeton University Press, 2007)
Julian Young, Nietzsche's Philosophy of Religion (Cambridge University Press, 2006)
Young's book is the one I am likely to write about in the near future.
I'm also still reading around in various essays in The Blackwell Companion to Nietzsche (2006), edited by Keith Ansell-Pearson. This isn't, I have to say, a very good collection, and it is extremely uneven, but (1) there are some worthwhile essays (of the ones I've read, Clark and Dudrick's on naturalism in Beyond Good and Evil is certainly the best, but I hold out hope for some of those I haven't yet gotten to, such as Peter Poellner's, among others), and (2) I'm discussed and criticized more than any other Nietzsche scholar, so that at least makes the volume interesting to me!
What are you folks reading?