I've gleaned through his Wikipedia page after reading Adrian Goldsworthy's biography of Augustus and he seems an incredible figure himself. His Wikipedia page also mentions that the Senate conferred powers unto him almost rivaling Augustus', which is astonishing in itself. What do we know about the man?
Roddaz wrote a book called, creatively, Marcus Agrippa. It's in French and I'm not sure if it was ever translated, but I believe it's the most recent complete treatment of Agrippa's life--I personally have not read it yet, but as far as I'm aware there's relatively little that's controversial about Agrippa's life. There are two older treatments, both from 1933: Daniel's M. Vispsanius Agrippa and Reinhold's Marcus Agrippa. There are of course more specialized works, such as Shipley's Agrippa's Building Activities in Rome (also in 1933 come to think of it...) but those are the main biographies. Of course, most good biographies of Augustus will tell you most of what you need to know about Agrippa--for all his power and influence he appears from our texts mainly to have had little independence from Augustus
Why not just read the primary sources? There aren't that many really, follow the indexes for agrippa etc. Interesting guy to be sure.