Where can I find documentation for shell commands? For using a shell commands through a terminal program, where can I find documentation or help or man pages for the commands as implemented in Android?  

While it would be nice to have them on the device via man, PDF or web-based would be fine, too.

When I run "man" from terminal, I get an error and I haven't found a good source online.
You may have a look at http://www.busybox.net/downloads/BusyBox.html for a description of busybox and the commands provided by it. 
And trust me, if you are going to do work in the console, you probably want to use busybox.