Whether you need to read King Lear for your Shakespeare class or have some free time on your hands to expand your literary horizon, you might be able to find what you're looking for online - often for free. Project Gutenberg offers nearly 30,000 books that are downloadable for free; Google Books has an extensive catalog of free e-books, including fiction and nonfiction, magazines and more. The Electronic Literature Foundation features advanced electronic texts of Western classical works "to be used by students, scholars, and admirers of literature around the world." Their library currently holds 129 works by 20 authors, from Dante to Voltaire, all accessible for free. Other good sites to check out include English Online Resources - the Virtual Library of Virginia; Eserver; The Online Books Page; and Bartleby.
For direct links to classics such as Dostoevsky's Crime and Punishment and Emily Bronte's Wuthering Heights, see this page on our sister site, Bookspot. And you can check out this page for direct links to full-text poems such as Edgar Allen Poe's The Raven and Walt Whitman's Leaves of Grass.