Whilst Friedrich Nietzsche is most well-known for his published works, such as The Birth of Tragedy (1872), Thus Spake Zarathustra (1883-1891), and Beyond Good and Evil (1886), he started his career as a professor of Greek Language and Literature at the University of Basel. During his tenure at the university, he lectured on topics such as Plato, Hesiod's Works and Days, and the early Greek philosophers, or, as he called them, the 'Pre-Platonic philosophers [vorplatonischen Philosophen]'.
Early Greek philosophy is generally taken to have started with Thales in the 7th century BC, and to finish with the paradigm shifting influence of Socrates. However, unlike ancient authors like Plato, for whom we have many surviving texts, the remains of early Greek philosophy are fragmentary, found scattered across antique commentary, biography, and doxography.
Philosophy and Classical studies collide in the study of these philosophers: not only must their reader have a keen philosophical eye, but an awareness of source criticism and history. This leads to the following question for the reader of Nietzsche's lectures on the early Greek philosophers: Were there any set texts or assigned reading for the course? What were Nietzsche's sources for the fragments?
The key to answering this question lies in the 18th lecture of the 1871 summer semester lecture course, ‘Encyclopedia of Classical Philologie [Encycloaedie der klass. Philologie]’, entitled ‘On the Study of the Antique Philosophers [über das Studium der antiken Philosophen]’ Nietzsche advises his student thus:
The fragments must be studied in the original: in Mullach fragm. philos. (poor esp. Democritus), the personal-notes in Laert. Diogenes. Numerous historical writings are lost. Valuable compendium with excerpts of sources Ritter a. Preller. Comprehensive account from Zeller, now 3 ed.
– Nietzsche (1992) 407 
Whilst this advice does not appear in print in the text of the early Greek philosophy lecture course, we may assume that Nietzsche would recommend these sources as the set texts, as the ‘Encyclopedia’ course was ‘intended as a general guide to the study of philology’ (Porter 2000, 167), a concrete account of his recommendations.  The collections of fragments, ancient texts, and scholarly works recommended to his students are, then, as follows:
1. Mullach, (1860), Fragmenta philosophorum graecorum
2. Diogenes Laertius, ed. Hübner (1831), Lives of Eminent Philosophers
3. Ritter and Preller, (1869), Historia philosophiae Graecae et Romanae 
4. Zeller, (1844-52), Die Philosophie der Griechen in ihrer geschichtlichen Entwicklung
Though Nietzsche references other 19th century works in the lectures, such as Schleiermacher's edition of the fragments of Heraclitus (1838), these books provide a first port of call in the search for Nietzsche’s own sources and textbooks. There are two modes of access for the modern reader: in print and online.