The Complete Works of William Shakespeare
http://www-tech.mit.edu/Shakespeare/
The title says it all. The complete plays and poetry of Shakespeare, collected online, for free. (The text of the poetry is temporarily unavailable.)
Shakespeare Online
http://www.shakespeare-online.com/
Glossaries, notes, historical details, selected analyses, etc. Not scholarly but very easy to use.
Mr. William Shakespeare and the Internet
http://shakespeare.palomar.edu/
The starting point for any online research on the Bard.
The Shakespeare Resource Center
More links and notes.
Shakespearean Comedy
http://aspirations.english.cam.ac.uk/converse/essays/comedy/comedy1.acds
An interesting essay on the subject by Dr. Raphael Lyne, lecturer in English at the University of Cambridge.