This website contains an eloquent biography of Shelley's brief life, along with a bibliography and links to Shelley's poems. It also has links to other sites about Shelley and the Romantics.
This website has a succinct biography of Shelley. You can also click on a timeline of British poetry, as well as on links to archived BBC stories pertaining to the poet.
Though he associated himself with the outcast and downtrodden, Shelley was born into British nobility. His father, Timothy Shelley, was a member of Parliament, and Shelley came into a handsome inheritance when he was in his twenties. This website has Shelley's biographies, along with those of hundreds of notables born in the Berkshires.
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 Shelley.
This website from the University of Maryland is a great 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.