I do always try to find out about their personal lives. Although a lot of my favourite artists are very private people and don't make their personal life very well known. I think it helps put their work into context, knowing why they create what they do; the story behind the lyrics, sound, novel, whatever. A lot of the time, the art they create comes from their most intimate thoughts and feelings, and really getting to grips with them as a human being often lets you understand their work a lot better.
For example, Amy Winehouse's lyrics wouldn't nearly be as touching to me if her hectic, self-destructive life wasn't so public. If all the people that thought she was a good for nothing, chav crack-*****, actually read her words, or some interview quotes, then maybe they'd understand her a little better. Ian Curtis' entire personal life adds to the legacy of Joy Division and makes their lyrics even more meaningful. David Bowie it's almost compulsory you read about his personal life because it adds to his entire persona which made him so successful. I could go on...
I don't really want to know that might taint their work for me.
What could do that? All humans are inherently flawed, we all have our dark side and our secrets. I'm not sure what could be so terrible that it taints someone's art, especially art that you've
already appreciated. This isn't someone you're becoming friends with, it's someone you're analysing based on their creations alone. What does it matter if they're a racist, or something similar? There's a reason for it, and it will have affected their work as well. Sometimes the most mentally ****ed up people are the most interesting to learn about.
Artists are usually prime examples of extreme opinions and it's nearly always reflected in their creations. If you enjoy their work then it's likely you'll like them as a human being too, and even if you don't, I think it is worth while finding out just to get some contextual knowledge about your favourite works of art; I am sure most of the time it will only supplement your appreciation.