"The Lady of Shalott" is an early Tennyson poem, and as such is still very much romantic in nature. The beautiful natural imagery of the area around Shalott is idealized, as is Lancelot. The Lady herself, of course, is imprisoned in a tower in need of rescuing, also. Nature and medieval allusions and symbolism mark this as from Tennyson's early works, and demonstrate the early influence of Romanticism on the Victorians.
More importantly, the work concerns the creative process and the isolation of artists--something Tennyson is often concerned with. The Lady doesn't live life, she only interprets it through the mirror images she sees. She is separate from experience--dangerous for an artist.
In the fictional world of this ballad, the Lady must die before she gets to Camelot. Why? Because reality can never live up to fantasy. The fantasy is always better. Thus, artists must be careful of separating themselves from society.
"Ulysses," also, just to give you an example of another Tennyson poem, presents the classical, mythological figure of The Odyssey as an artist, of sorts. Ulysses is wasting away doing mundane daily tasks, instead of being out in the world exploring and creating adventures. Ulysses is a frustrated artist in this work, feeling the need to create and use his talents.
The imagery, symbols, and ideas or themes connect "Lady" to other works by Tennyson.