Hemingway, Maxwell Perkins, John Dos Passos and Nathanael West were his closest writer friends. Strangely, Fitzgerald died of a heart attack and West, hearing about the death of his good friend, became distraught while driving, crashed, and died the same day.
If you want to read some good books of the era which aren't hugely famous, read West's 'Miss Lonelyhearts' and 'The Day of the Locust', where the character of Homer Simpson was born.
The authors Nemo cites, although good and of the era, are all British/Irish (no flappers or roaring 20's there).