Oh, if you just want to grab a clean, legal copy of 'Shakespeare's Sonnets' without messing around with paywalls, I usually head straight to Project Gutenberg first. They've got William Shakespeare's works in plain text, EPUB, and Kindle formats, and since Shakespeare died centuries ago his original poems are public domain in most countries. You can download and then convert to PDF if you prefer, or use the EPUB they provide.
Another go-to of mine is the Internet Archive — they often have scanned PDFs of early editions and scholarly reprints if you like the look of a facsimile or want the historical feel. The MIT site (shakespeare.mit.edu) serves the plays and poems in readable HTML, and you can 'print to PDF' from your browser. For classroom-friendly resources, the Folger Library has excellent annotated online texts and teaching PDFs, though some of their downloadable materials are curated for educators.
One important little caveat from my own hunt: modern annotated editions and introductions are usually copyrighted, so if you want footnotes and contemporary commentary you might borrow a copy through your local library app like Libby/OverDrive or use Open Library’s lending copy. Otherwise, for plain text and legal downloads, Project Gutenberg, Internet Archive, Google Books (public domain scans), and HathiTrust are where I go first — and I usually end up printing a neat PDF with page breaks that suit my taste.