1. ShakespearesWords, this free-to-use website is a convenient research engine where you may look up certain words or phrases in ALL Shakespeare's works with the context. e.g. I can search for all the "dream" mentioned in Hamlet or in Macbeth or in all the other Shakespeare's works with one click.
2. JSTOR and its understanding Shakespeare series. JSTOR is a large database with all these essays. If you were a student, you could access JSTOR via your uni's account, and if were not (just like me), go Taobao and buy one account! That's 68 China Yuan for an account that you could use for a life time the last time I checked, including an enormously amount of other academic resources.
The "Understanding" feature is a search tool where you can look up essays relevant to some certain lines in the playtext. For example, if I would like to know more cultural and theatrical traditions behind Beatrice's line "...eat his heart in the marketplace." , I could look up all the essays in the database that were quoting or talking about this single line by using this JSTOR's feature.