I don't know about an autobiography, but one book I would highly recommend is "Heifetz" by Herbert Axelrod and published by Paganiniana Publications in New Jersey. I have the second edition which came out in 1981. It's subtitle is "An unauthorized pictorial biography of the professional life of the greatest violinist that ever lived". At 633 pages it covers a great deal of ground. If it is no longer in print try your nearest library.
He also played the piano quite well (relected in the complexity of the piano parts to his transcriptions) and I was told years ago by my uncle (a fine cellist) that Heifetz played a pretty mean game of pingpong.