I'm slowly re-reading all of Nietzsche's works, in preparation for writing a book entitled Nietzsche on Happiness. One theme that emerges strongly is Nietzsche's eclecticism or personalism: he thinks that different philosophies are appropriate for different people, and that it's healthy to choose the philosophy that suits you best. Consider, for example, Section 306 of Die Fröhliche Wissenschaft (which I usually call by its original subtitle, La Gaya Scienza):
Stoics and Epicureans. -- The Epicurean selects the situation, the persons, and even the events that suit his extremely irritable, intellectual constitution; he gives up all others, which means almost everything, because they would be too strong and heavy for him to digest. The Stoic, on the other hand, trains himself to swallow stones and worms, slivers of glass and scorpions without nausea; he wants his stomach to become ultimately indifferent to whatever the accidents of existence might pour into it: he reminds one of that Arabian sect of the Assaua whom one encounters in Algiers: like these insensitive people, he, too, enjoys having an audience when he shows off his insensitivity, while the Epicurean would rather dispense with that, having his "garden"! For those with whom fate attempts improvisations -- those who live in violent ages and depend on sudden and mercurial people -- Stoicism may indeed be advisable. But anyone who foresees more or less that fate permits him to spin a long thread does well to make Epicurean arrangements. That is what all those have always done whose work is of the spirit. For this type it would be the loss of losses to be deprived of their subtle irritability and be awarded in its place a hard Stoic hedgehog skin.
It seems to me that Nietzsche thinks of philosophies in much the way that the ancient Greeks did: as ways of life to which one makes not just a theoretical assent but also or even primarily a practical commitment. I might make an analogy to, say, musical styles or martial arts. Let's say you want to learn guitar; that's a fine thing, but do you want to learn classical, jazz, bluegrass, rock, blues, acoustic, or some other style? Similarly with martial arts: are you interested in tae kwon do, karate, kung fu, tai chi, judo, aikido, or some other school? You have to start somewhere, and you might immerse yourself in one of those schools or styles to start with based on what you find most appealing initially. However, as you learn more about both the discipline and yourself, you might branch out by exploring new schools and styles.
In my experience, the love and practice of wisdom is similar. You might be drawn initially (as I was) to Ayn Rand's philosophy of Objectivism, or to Platonism or existentialism or Taoism. As you learn more, you might learn about the ideas and practices of many different philosophies. Inevitably, if you do so, you will see value in those different approaches, and you will incorporate different aspects of those philosophies into your own search for wisdom and practice of living.
Unfortunately, not enough books or teachers explain the various philosophies as practical approaches to living, or explore what Pierre Hadot calls the spirtual exercises of each philosophical community. The best recent example I've read is William Irvine's book A Guide to the Good Life: The Ancient Art of Stoic Joy. Although there are many books of this kind about Taoism and Buddhism, we need similar books about Epicurus, Aristotle, Nietzsche, Thoreau, Emerson, and yes even Ayn Rand. Since no one else appears to be writing these books, I suppose I'll have to do it myself. :)