Robert Conquest's Stalin: Breaker of Nations (1991) is probably the leading scholarly biography. Either that or Robert Service's Stalin (2004). Both Conquest and Service are very well-respected historians of Russia; Conquest is one of the foremost experts on the Stalin era, but Service's book is slightly more recent, so takes into account more of the post-Cold War historiography.

Isaac Deutscher's Stalin: A Political Biography (1949) is an important, if flawed work. Its biggest problem is that it was published in 1949 (prior to Stalin's death, and when many of the facts of that era in Russian history were still state secrets.) But it's nonetheless worth reading, as an important part of the Marxist scholarship on Stalin and post-revolutionary Russian history.

Hope that helps!