Who needed movie stars, when the gargantuan appetites of the rich and famous shaped empires, not Hollywood budgets, and their out-of-wedlock offspring were displayed in triumphal parades, not tabloid magazine photos? Cleopatra, the most famous woman in the ancient world, got lurid coverage Angelina Jolie might find familiar—which should be helpful as Jolie prepares for her possible role in the big-budget movie based on Stacy Schiff’s superb new biography, “Cleopatra: A Life.” Indeed, as Schiff retells it, Cleopatra’s story serves as a cautionary case study in the perils of celebrity.