>"I have much interest in Windsor chair making recently and would like to try to make." - Some good resources are Drew Langsner's book "The Chairmaker's Workshop" and Michael Dunbar's book on making Windsor Chairs
"First, I would like to know how to bend the bow easily.
Are there any solution to bend solid wood strip for bow, not with veneer bonding." - You start with a green log. I saw the wood roughly to length (usually a bit over). I then split it into pieces that are maybe 50% greater in diameter than what I need for a finished bow (sometimes more). I rough shape the piece with a drawknife to get closer to finished diameter. I round it with the drawknife and finish smoothing it with my various spoke shaves. It is close to the final diameter now. I then put in in the steamer (rectangular wooden box with a steam source underneath) for about 1 hour per inch of thickness. I then take it out and bend it around my form. It then dries in a warm box for several days to a week. You can also hang them up in the shop for a month or two.
"Second, please recommend good site to purchase various spokeshave hand tools on line. I saw some those tools on LeeVally and Traditional Woodworker.com." - Good choices for spokeshaves - I have all four Lee Valley ones. Also check for Brian Boggs spokeshaves. You still need a drawknife or two though.
"Any other better site for various choices?" - You can check Highland Hardware's site.
Below is an example of one of my chairs - excuse the poor picture.
>Try "The Book of American Windsor Furniture" John Kassay, for styles and scale drawings and "The Complete Manual of Wood Bending" by Lon Schleining. Neither reference will tell you how to make a Windsor chair, but it will be much more difficult to make a reproduction chair for a first timer without both books.