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I have read this play curiously as a child, excitedly as a teenager, passionately as a college student, and lovingly as a graduate student and adult. Like all of Shakespeare's writing, it is still as fresh, and foreboding, and marvelous as ever. As a play it is first meant to be heard (cf. Hamlet says "we shall hear a play"), secondarily to be seen (which it must be), but, ah, the rich rewards of reading it at one's own pace are hard to surpass. Shakespeare is far more than just an entertainer: he is the supreme artist of the English language. The Arden edition of MACBETH is an excellent scholarly presentation, offering a bounty of helpful notes and information for both the serious and casual reader.
Whereas Hamlet has just provocation in the wickedness of Claudius, Othello suspects Desdemona of infidelity, Brutus, in his reasoning, deems it a necessary evil for the republic to assassinate Caesar due to his ambition, conversely Macbeth murders others who have done him no wrong to speak of. Lady Macbeth, in her infinite guile and cunning, proves to transcend literature - as we all have known ruthless and amoral opportunists such as her. Macbeth, due to its authentic ingenuity, is among my favorite Shakespeare. How can you not enjoy such a sanguine and yet powerful play infused with such morose death and gloom?
Macbeth is one of Shakespeare's more ambiguous main characters. Motivation is always a big question with him. Sure, he is hungry for power. Yet he also needs prodding from several quarters to take most of his actions.
Lady Macbeth is really no different. She comes off as eager for evil early on, but is utterly shocked by its repercussions. Her attempt to go against nature leaves her absolutely unhinged and thirsting after guidance--only to find despair. In this regard, Shakespeare anticipates the psychology of Dostoevsky.
Macbeth is also one of Shakespeare's most supernatural plays. Regardless of whether one wants to debate the reality of Banquo's ghost, there are forces at work in Macbeth that are often unseen, but which drive the plot. The witches and all the unnaturalness come up against the forces of nature (the trees) and the divinely appointed King.
The most remarkable thing about this play is, for me at least, that it becomes a true tragedy only in its last moments. Only when all the stuff has hit the fan, and he has realized his doom is eminent, does Macbeth show the courage and nobility of a true tragic hero.
Macbeth is a great place to start if you are new to Shakespeare. It is a fun place to return if you're not.