I thought it would be a good idea to mention one of the best sites on the web. Many of you may be familiar with it, but I know a lot of people, especially international readers, are not familiar with archive.org.
There are many thousands of non-copyrighted books that you can download, as well as audio and video. There are hundreds of books by and about Shakespeare (and every other subject under the sun)
A few examples:
Contents includes: The ghost in Hamlet; Some phases of Shakespearean interpretation; Some pedagogical uses of Shakespeare; Lyricism in Shakespeare's comedies; The puzzle of Hamlet; The greatest of Shakespeare's contemporaries; Imitators of Shakespeare.
And then there is:
Shakespeare aficionado who also happens to love birds? Well, does archive.org have the book for you!
(just the frontispiece is worth downloading the .PDF, IMO)
-These are just a few examples of hundreds of utterly fascinating books.
I recommend either reading online or downloading the scanned PDF versions as the OCR text versions of these old books are often unreadable. When searching texts, try as many different ways as you can think of - not just "Shakespeare" but try the name of each play, notable characters in the plays, names of people in Shakespeare's circle, "Histories," "Comedies," etc. -and there are many books in languages other than English as well.