@onehorn,
I think I remember Nietzsche writing something along this topic in "The Birth of Tragedy" when talking about the Socratic love of knowledge. I don't have enough time to type everything into the computer, but you can find the rest of the book online (I don't think you can Walter Kaufmann's translation though):
"[...] The type of
theoretical man whose significance and aim it is our next task to try to understand. Like the artist, the theoretical man finds an infinite delight in whatever exists, and this satisfaction protects him against the practical ethics of pessimism with its Lynceus eyes that shine only in the dark. Whenever the truth is uncovered, the artist will always cling with rapt gaze to what still ramins covering even after such uncovering; but the theoretical man ejoys and finds satisfaction in the discarded covering and finds the highest object of his pleasure in the process of an ever happy encovering that suceeds through his own efforts." - Birth of Tragedy, Section 15
The rest of the section talks about the socratic love of knoweldge and uncovering of knoweldge, so it is worth looking into that (if you can get Walter Kaufmann's translation and footnotes then even better), because I am not willing to retype pages.