Literary Theory: Introductions (by Mary Klages) --with page-long introductory lectures which are both lucid and in-depth.
Introductory Guide to Critical Theory (Dino F. Felluga) -- A spiffy introduction to new historicism, cultural materialism, psychoanalysis, and feminism, this site explains how each theory might be applied to a pair of sonnets from Spenser''s Amoretti.