Professor Andreas Teuber at Brandeis University has created this thorough, insightful biography of Mary Shelley. Teuber's essay makes a case for her importance, and the website offers one of the most comprehensive bibliographies of Shelley's work you'll find on the Internet.
This great site links to the text of some of Shelley's lesser-known writings, like her introductions to Percy Shelley's poems. It also has biographies on virtually every person that Shelley was ever in the same room with - seriously, there are like a few hundred people here.
This traveling exhibit by the National Library of Medicine looks at the creation of Frankenstein - both the scientific experiment undertaken in the book, and at the factors that led Shelley to write the story. It's a fascinating look at the scientific and social context of Shelley's famous book.
The Keats-Shelley House is a house in Rome near a spot frequented by Percy Bysshe Shelley, John Keats and other Romantic poets. Today the house is a museum dedicated to the work of the Romantics. Its website has biographies of the Romantics, including Mary Shelley.
This website from the University of Maryland has a great section on Mary Shelley. Don't stop there - visit the site's homepage for an introduction to Romantic literature. Many of the Romantic poets lived together, worked together and hooked up with each other. You can't study one without getting caught up in the others.
Lilia Melani at Brooklyn College has put together this straightforward guide to Romanticism. If all you have is three minutes, a read of this page is your best introduction to the movement.