In their own way, each thinker contributed something unique to the Romantic movement. Wordsworth's primary contribution was the fact that he became so closely associated with the movement in his assertion of the basic ideas such as subjective expression, love of nature, and reverence of the individual experience. In a similar vein, Coleridge was able to explore the emotional and supernatural side of the creative experience. For Keats and Shelley, the Romantic movement became an exploration of the poet's desire to achieve immortality through their work. It also became a movement where a philosophical analysis of what people know and how they will be perceived as time passes became critical points of discussion.
Wordworth and Coleridge set the ball rolling as far as Romanticism was concerned by publishing Lyrical Ballads in 1798. Wordsworth's articulations in the 1800 Preface to the collection, contained the important Romantic definition of poetry as "spontaneous overflow of powerful feelings" born out of "emotions recollected in tranquility", de-elitized the language of poetry and the poet too, as a 'man talking to men'.
Wordsworth is primarily known for his metaphysical figurations of nature, development of Romantic sensibility and imagination and a kind of philosophical poetry of love, man and god.
Coleridge is more in tune with the macabre and the Gothic as in Kubla Khan or Christabel and so on. His is also a divine, transcendental quest, but one that is bound to end in frustration and impossibility.
Shelley is a mythic prophet of the indestructible powers of nature from the West Wind to the clouds in the sky. He is the most radical revolutionary thinkers among the Romantics, who has the faith that poetry can change the shape of the world.
Keats is the most private, the most serene and the most lyrically and sensually Romantic of the lot, perhaps the most tragically existential too. A grinding feeling about transience, the stasis of eternity, the impossible quest for the transcendental at the edge of imagination and an inimitable mysticism are the Keatsian markers in poetry.