Lord Stannis Baratheon is the middle son of Steffon Baratheon and Cassana Estermont. He is the younger brother of King Robert Baratheon and the older brother of Renly Baratheon. He is married to Selyse Florent, with whom he one daughter, Shireen Baratheon.
History
When Stannis was a child, the ship carrying his parents home was thrown against the rocks and destroyed. During Robert's Rebellion, Stannis held his brothers seat of power, Storm's End, under great adversity. They were under siege by the forces of the House Tyrell and were so low on food by the end that they had to resort to eating the rats. However, at the end of the war, Storm's End with its lordship of the Stormlands was given to Renly Baratheon, who was still a small child, rather than Stannis. This slight was not forgiven by Stannis, even though he was given the lands of Dragonstone and a seat on the small council, where he served as Master of Ships.
Stannis suspects that Robert's children are illegitimate and not true born heirs. He enlists the aid of Jon Arryn, Hand of the King to investigate, because Stannis knows that Robert will never listen to anything he has to say. When Jon Arryn suddenly dies Stannis leaves King's Landing for Dragonstone and begins building up his forces, hiring sellswords and seizing ships, for the war he knows is inevitably coming.
Books
A Game of Thrones
Eddard Stark suggests that Robert name Stannis Warden of the East as a reward for his valour during Robert's Rebellion. Robert has already given the title to Ser Jaime Lannister.