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.
First, here's an example of one of Nietzsche's sources in print: my personal copy of the 1864 edition of Ritter and Preller's fragments, clocking in at 154 years old. Going philosopher by philosopher through antiquity, it reproduces the fragments in the original Greek and offers some commentary in Latin, not unlike a modern textbook for early Greek philosophy such as McKirahan's (1994).
There's a certain aesthetic joy in using original print materials for research. Flicking through the old pages to follow that reference and to check that rendering of the Greek evokes the past 150 years of students doing the very same.
Many university libraries have copies of these books, though you won't always find them on the library shelf. For example, if you wanted to check a copy of Ritter and Preller's Historia Philosophiae out of the University of Edinburgh Library, you would have to request it out of storage. And Mullach's Fragmenta philosophorum Graecorum can't be taken out of the building: it's part of the Centre for Research Collections' Special Collection. However, some old books don't feature in the library's catalogue at all, and would have to be ordered via Inter-Library Loan.
This isn't conducive to research: when reading Nietzsche's lectures, I may need to check a reference to Schleiermacher's Herakleitos der dunkle von Ephesos (1838) one minute, and Ritter's Geschichte der Ionischen philosophie (1821) the next, a process slowed by having to find a physical copy of the text.
This is where modern technology and digital humanities come to save the day. Many old books - including the 19th century collections of fragments and scholarly works I need - have been digitised and made available online on websites like archive.org.
The advantages here are obvious: these books can be accessed anywhere, any time, as long as I have my computer with me, introducing flexibility into research and the reference of old books.
The work being done by digitisation projects and centres such as the University of Toronto (where most of my digital editions seem to come from!) are invaluable to today's research in the humanities and social sciences, opening up access to old books on an unprecedented scale. These digitisations are invaluable to my own work on Nietzsche's lectures on early Greek philosophy.
 Translation from Heit (2014) pp 222.
 Porter devotes an entire chapter to the ‘Encyclopedia’ lectures; this is an entire genre of philological lectures and publications, and Nietzsche’s ‘Encyclopedia’ lectures may have been structured in imitation of Ritschl’s, which Nietzsche would have attended as a student. See Porter (2000).
 Specifically this 1869 edition and not the 1838 first edition; see Brobjer (2008) 240.
Brobjer, Thomas. 2008. Nietzsche’s Philosophical Context: An Intellectual Biography. Urbana and Chicago: University of Illinois Press.
Heit, Helmut. 2014. Nietzsche's Genealogy of Early Greek Philosophy. In:Jensen & Heit (eds.) Nietzsche as a Scholar of Antiquity. London: Bloomsbury Academic.
Hübner, Heinrich Gustav, ed. 1831. Diogenis, Laertii De Vitis: dogmatis et apophthegmatis clarorum philosophorum Carolus Franciscus Koehlerus.
McKirahan. 1994. Philosophy Before Socrates. Indianapolis.
Mullach. 1860. Fragmenta Philosophorum Graecorum. Paris: Didot.
Nietzsche. 1992. Nietzsche Werke: Kritische Gesamtausgabe. Vol. Zweite Abteilung, Dritter Band. Berlin: Walter de Gruyter.
Nietzsche. 1995. Nietzsche Werke: Kritische Gesamtausgabe. Vol. Zweite Abteilung, Vierter Band. Berlin: Walter de Gruyter.
Nietzsche. 2001. The Pre Platonic Philosophers. Translated by Greg Whitlock. Urbana: University of Illinois Press.
Porter, James. 2000. Nietzsche and the Philology of the Future. Stanford: Stanford University Press.
Ritter, Heinrich. 1821. Geschichte der Ionischen philosophie. Berlin: T. Trautwein.
Ritter, Heinrich, and Ludwig Preller. 1869. Historia Philosophiae Graecae. Gotha: Perthes.
Schleiermacher, Friedrich. 1838. "Herakleitos der dunkle von Ephesos: dargestellt aus den Trümmern seines Werkes und den Zeugnissen der Alten." Sammtliche Werke Zweiter band, Dritte Abtheilung.
Zeller. 1844-1852. Die Philosophie der Greichen in ihrer geschichtlichen Entwicklung. Tübingen: Ludwig Friedrich Fues Verlag.