Søren Kierkegaard and Friedrich Nietzsche remain two of the most interesting and compelling thinkers for contemporary readers. Rejecting the dry, dispassionate tone of most academic philosophy, these thinkers offer witty, penetrating critiques of many modern values as well as passionately moving portraits of alternative ideals. This work reveals that what Kierkegaard and Nietzsche most fundamentally share, and what can be their greatest contribution to contemporary ethics, is a method of illustrating and evaluating different ways of life considered as a whole. In asking what way of life is best, Kierkegaard and Nietzsche revive an ancient approach to ethics largely neglected throughout the modern era. This work offers a detailed elucidation of this method and of their respective ideals, Kierkegaard's life of faith and Nietzsche's life of individual sovereignty. These ideals are explored within each thinker's typology of different ways of life and then compared and contrasted with each other.