This CEO Letter from Tony Hsieh announcing the Amazon takeover on Zappos is the funniest and most interesting CEO letter I've ever read. Don't miss the "Will we get a discount at Amazon?", "I'm a business/financial reporter. Can you talk like a banker and use fancy-sounding language that we can print in a business publication?" or "Can you talk like a lawyer now?" parts.
Jeff Bezos video is worth watching too:
Granted, those are among the funniest and most interesting CEOs too.
P.S. more fun from the trenches: Liveblogging The Jeff Bezos Zappos Video.