If you like something really encyclopedic, this one might be a good choice. Or this one, which is a bit older. Then of course, and maybe my personal recommendation, is the Cambridge Companion of Gilbert and Sullivan. I haven't read this particular one, but these Cambridge Companion books are always really useful collections of essays by a variety of experts, so you get different viewpoints and styles, and I think it's much more manageable than a really long biography in terms of getting through the thing because it's broken down in a way that allows you separate things in your mind and focus on one area at a time.