I'm rereading bits of "Delta of Venus" by Anais Nin.
It's a very strange book.
I have a well-thumbed copy along with Little Birds, her other collection in this area. They are wierd largely because she wrote them to order, so they are a mixture of the expectations of the collector and her own sexual subversiveness. For the real deal, read her diaries - they are fascinating.
Just to follow this up - in a nice piece of synchronicity, I found a biography of Anais Nin on a stall at our local market today. Model, author, sexual adventuress, compulsive liar... I find myself liking her more and more all the time!
(added) but having read 250 pages last night, I am finding her really rather egotistical and the parade of shabby and desperate sexual encounters, just rather pathetic and dull. Even the affair with her own father didn't really shock.