As I go through this blogging exercise, I find myself going back to the same handful of tools over and over again:

The Text Itself
This sounds like a "duh" but may not be... I'm finding myself reading through the entire play at least twice (the first for general plot and basic topics; the second more deep reading, delving into scansion and to explore basic topics found in the first reading [though sometimes, I cheat and do a little scansion in the first read-through]), then selected scenes many (and some MANY many) times more.

OED
The Oxford English Dictionary on CD-ROM is absolutely crucial for tracking down the meaning of a word when Shakespeare used it.  I absolutely love geeking out to it.

Wikipedia
Yeah, I know it's a cheat... but I'm not an expert on any one subject, and I don't have time to do in-depth research on such areas as Goths, Berber, Senecan tragedy, and the like... so it's a short-cut.

OpenSource Shakespeare
This website's concordance has been invaluable.  Need to know how many times the word "hand" is used in Titus?  Here's where you find it.  OpenSource also has the entire text as well (which make my input of text into the blog entries so much easier [uh, can you say "cut'n'paste"?]).

Asimov's Guide to Shakespeare
For classical and historical references hidden in the text, there's nothing better... Plus, there's nothing like the heft of a 1500-page hardbound book, and the smell of yellowed, old pages... (yeah, I guess I'm a digital immigrant, like you would have expected any different from a guy reading and writing about the works of a guy who's been dead for nearly 400 years...)