Seconding Nietzsche, and the other existentialists. If you're already up on philosophy there's a great teaching company lecture series (which is free if you know where to look) called "No Excuses: existentialism and the meaning of life". It's 30x30 minute lectures I believe, but it covers kierkegaard, sartre, nietzsche, dostoyevsky, camus and ties them altogether with what they teach us about finding meaning in our lives.