There are two types of wind shear; directional shear and speed shear.
Most tornados are spawned from supercell thunderstorms. Supercell thunderstorms are characterized by a persistent rotating updraft and form in environments of strong vertical wind shear. Wind shear is the change in wind speed and/or direction with height.

Directional wind shear is the change in wind direction with height. In the image (right), the view is looking north. The wind near the surface is blowing from the southeast to the northwest.

As the elevation increases the direction veers (changes direction in a clock-wise motion) becoming south, then southwest, and finally, west.

Speed shear is the change in wind speed with height. In the illustration below, the wind is increasing with height. This tends to create a rolling affect to the atmosphere and is believed to be a key component in the formation of mesocyclones which can lead to tornados.

 

Strong vertical shear is the combination of a veering directional shear and strong speed shear and is the condition that is most supportive of supercells.

Thanks to the National Weather Service Jet Stream Online weather school for sharing this information.