What a great question! By reading all of Shakespeare's sonnets (there are 150 or so), we are able to get into his head a bit. Most of his sonnets deal with love, so we have his opinions of women, love, marriage, and gender equality. He seems to be very romantic (take a look at Sonnet 29 especially for this), but he also has a great sense of humor (Sonnet 130 is a good example). He believed that marriage should not be taken lightly, and I am sure he would be appalled at today's divorce rates. Read Sonnet 116 for his definition of love and what marriage should be like...nothing should shake "true" love...not a better looking person, not troubles or the storms of life...it should be solid and ever-lasting like the "until death do us part" portion of the wedding vows.
Shakespeare's sonnets tell us a lot about what was going on in his head about all sorts of topics...much like his plays do.