I've had several people ask me about books on the man. I've been doing some digging and here's a list I would recommend if you want to know more. I'm sure you could find them at any Barnes and Noble, Borders or Books-a-Million.
Astronomical Instruments and Their Users: Tycho Brahe to William Lassell
by Allan Chapman
Episodes from the Early History of Astronomy
by Asger Aabue
Great Astronomical Revolution: 1534-1687 and the Space Age Epilogue
by Patrick Moore
Learned Tico Brahe His Astronomical Conjecture of the New and Much Admired Star Which Appeared in the Year 1572
by Tycho Brahe (this may be hard to find...I heard it's currently out of print)
The Lord of Uraniborg: A Biography of Tycho Brahe
by Victor E. Thoren and J.R. Christianson
On Tycho's Island: Tycho Brahe, Science, and Culture in the Sixteenth Century
by John Robert Christianson
On Tycho's Island: Tycho Brahe and his Assistants 1570-1601
by John Robert Christianson
Planetary Astronomy from the Renaissance to the Rise of Astrophysics: Tycho Brahe to Newton, Vol.2
by R. Taton and C. Wilson, editors
Three Imperial Mathematicians: Kepler Trapped Between Tycho Brahe and Ursus
by Edward Rosen
Tycho Brahe: A Picture of Scientific Life and Work in the Sixteenth Century
by John L. Dreyer
Tycho Brahe: Astronomer
by Mary Gow
Who's Who in Europe 1450-1750
by Henry Arthur Kamen
Tycho and Kepler: The Unlikely Partnership That Forever Changes Our Understanding of the Heavens
by Kitty Ferguson
Tycho Brahe: Mapping the Heavens
by William J. Boerst