Third lecture in the 2011 John Locke Lecture Series. Philosophy is a demanding intellectual discipline, with many facets: logic, epistemology, philosophy of nature and science, metaphysics, ethics, political philosophy, philosophy of art, rhetoric, philosophy of language and mind. But a long tradition of ancient Greek philosophers, beginning with Socrates, made their philosophies also complete ways of life. For them reason, perfected by philosophy-not religion, not cultural traditions and practices-constitutes the only legitimate authority for determining how one ought to live. They also thought philosophically informed reason should be the basis for all our practical attitudes, all our decisions, and in fact the whole of our lives. In these lectures we examine the development of this pagan tradition in philosophy, from its establishment by Socrates, through Plato and Aristotle, the Stoics, Epicurus, the Pyrrhonian Skeptics, and Plotinus and late ancient Platonism.