I'd say Pritchard's book is the best introduction to life and works. Parini is probably the best full biography. Meyers may have all the facts but he doesn't understand poetry. (The same thing is true of Fiona McCarthy's biography of Byron; you wonder why these people take these tasks on, other than for the money.)
I haven't seen the new Collected Prose that Mike mentions but the LOA edition has all the most important critical prose he wrote - as well as the best versions of all the poetry.
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