I explored Project Gutenberg for this exercise and was surprised at just how many classics could be found online. Shakespeare had pretty thorough coverage; a search for Othello gave you the opportunity to download the work in languages such as French, German and Finnish as well as English! You could also supplement your study with lectures on Shakespearean Tragedy by eminent professors. Poetry was well represented also - Keats, Byron, Wordsworth all had very comprehensive collections on Project Gutenberg. There were also works by 20th century authors such as Virginia Woolf and Joseph Conrad.
However, there was still the need to download onto my PC. I would love to examine a Kindle just to see how user-friendly a real ebook is. To me, a book just isn't a book unless you can take it to the beach and read it happily in the sun!