Just bumping to pimp Andrew Herd's book, The Fly. Excellent general history of the sport, though I felt his view was somewhat eurocentric. I found the sections dealing with early fly fishing especially interesting as I had not come across so much information on medieval and pre-medieval angling before reading the book. While the book has a fair number of anecdotes, it is rather technical - more a history of the equipment used to fly fish than a history of famous fishing figures. I got the distinct impression after rereading it that Herd was really trying to pack as much information as possible into this book; as far as I am concerned, he succeeded.

Final verdict: Worth picking up, for sure, though I think you have to order it from the UK. It contains plenty of information and research that I have not seen elsewhere.