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Pendulum equation with a phase shift, parametric and external excitations is investigated in detail. By applying Melnikov's method, we prove the criteria of existence of chaos under periodic perturbation. Numerical simulations, including bifurcation diagrams of fixed points, bifurcation diagrams of the system in three- and two-dimensional spaces, homoclinic and heteroclinic bifurcation surfaces, Maximum Lyapunov exponents (ML), Fractal Dimension (FD), phase portraits, Poincaré maps are plotted to illustrate the theoretical analysis, and to expose the complex dynamical behaviors including the onset of chaos, sudden conversion of chaos to period orbits, interior crisis, periodic orbits, the symmetry-breaking of periodic orbits, jumping behaviors of periodic orbits, new chaotic attractors including two-three-four-five-six-eight-band chaotic attractors, nonchaotic attractors, period-doubling bifurcations from period-1, 2, 3 and 5 to chaos, reverse period-doubling bifurcations from period-3 and 5 to chaos, and so on. By applying the second-order averaging method and Melnikov's method, we obtain the criteria of existence of chaos in an averaged system under quasi-periodic perturbation for Ω = nω + ϵν, n = 1, 2, 4, but cannot prove the criteria of existence of chaos in the averaged system under quasi-periodic perturbation for Ω = nω + ϵν, n = 3, 5 - 15, by Melnikov's method, where ν is not rational to ω. By using numerical simulation, we have verified our theoretical analysis and studied the effect of parameters of the original system on the dynamical behaviors generated under quasi-periodic perturbations, such as the onset of chaos, jumping behaviors of quasi-periodic orbits, interleaving occurrence of chaotic behaviors and nonchaotic behaviors, interior crisis, quasi-periodic orbits to chaotic attractors, sudden conversion of chaos to quasi-periodic behaviors, nonchaotic attractors, and so on. However, we did not find period-doubling and reverse period-doubling bifurcations. We found that the dynamical behaviors under quasi-periodic perturbations are different from that under periodic perturbations, and the dynamics with a phase shift are different from the dynamics without phase shift. [ABSTRACT FROM AUTHOR]