Historian Paul Maier:
You may be surprised to hear this, but believe it or not, if you are ever asked which is the one figure from the ancient world on whom we have more primary evidence from original sources than anyone else in the world, the answer is not Jesus or Saint Paul or Caesar Augustus or Julius Caesar---none of those. Alexander the Great? No, no.
It is Herod the Great, believe it or not. Why? Because Josephus gives us two whole book scrolls on the life of Herod the Great. And that is more primary material than anyone else.
Tony Reinke has a helpful podcast interview with Dr. Maier about the paranoid tyrant who ended up killing three of his sons on suspicion of treason, putting to death his favorite wife (of his ten wives!), killing one of his mothers-in-law, drowning a high priest, and killing several uncles and a couple of cousins. They also talk about Herod's plot to kill a stadium of Jewish leaders, and whether there are any doubts in Dr. Maier's mind about the historicity of the slaughter of the innocent male children recorded only in Matthew 2---and why there isn't any collaborating evidence in the historical record.
You can listen to the whole thing here.