As famous as she is for her promiscuity, Anais Nin paints a somewhat sad and melodramatic portrait of a life lived in the pursuit of physical love in the absense of emotional attachment.
In Spy in the House of Love, Nin writes in the first person, so it's hard to know if the story is pure fiction, or if some parts of the heroine's character are much closer to reality than others.
In this short novel, Nin presents us with a female protagonist who desires to become more like men, in the respect that she wishes to be able to fully experience pleasure as a sexual being with someone to whom she has no emotional ties. She, basically, wishes to be the one who wakes early, dresses, and leaves without feeling the need to say goodbye, or make plans for getting together in the future. Yet, as she comes closer to her goal, she is continually drawn back into her "safe" double life with a man for whom she cares very deeply.
Nin is able to keep the story from becoming too "Harliquin-esque" by injecting the philosophical thoughts of the protagonist in her mental struggle that, ultimately, equates to a battle between ancient gender stereotypes.
I believe it is important to read the works of Anais Nin and Henry Miller, not only because they are famous classics, but also to debunk the theory that all they wrote about was sex. Yes, they wrote about sex, but in a context in which the subject had never been approached before. That is why they were so controversial.
Nowadays, you'll find more sexual description in a cheap Jackie Collins novel, but without the philosophical moral debate that Nin and Miller are able to project. That is why Collins is associated with cheap beach reads, and Nin and Miller continue to retain the admiration of the literary world.