I just watched the final episode of the second season. In Stannis' and Melisandre's last scene, Stannis confesses to killing Renly and Mel tells him they both did it. Stannis, dressed in breastplate and black, is standing facing the window, back to the Painted Table, while Mel, in her glorious red gown and fire red hair, is bathed in torchlight behind him. At that moment, the comparison to Macbeth was obvious.
In Shakespeare's Macbeth, we have a story of ambition, manipulation, manhood, murder, and witchcraft. Like Macbeth, Stannis is an obedient and very capable general. Like Macbeth, Stannis is a just man. Macbeth met three witches, while Stannis met just one... but both men received prophecies from the witches that they would ascend to the throne. Upon learning this, both men take steps to secure the throne.... by killing a kinsman. Like Macbeth, Stannis has his manhood questioned. And both men seem powerless at times to curb the manipulative women by their sides.
Ambition. In school, I was taught this was the overriding theme of Macbeth. Macbeth was content to be a battle commander for the king until the witches filled his head with temptations. Stannis was always content to be Robert's captain. Even when Robert rebelled, Stannis chose family over duty. And when Robert denied Storm's End to Stannis, Stannis stayed loyal. It was only after Jon Arryn was murdered, Robert was dead, and Melisandre started speaking of Azor Ahai that Stannis' ambitions came to the forefront. He calls it duty. He calls it rights. But he could easily have closed his eyes and supported Joffrey or served Renly. Pressing his rights (ambition) has left thousands upon thousands dead.
Manipulation. Lady Macbeth is one of the greatest villainesses (is that a word?) of drama. She pushes Macbeth... in fact, his ambition is fueled by her insatiable ambition. She called his manhood into question to force him to kill King Duncan. Like Lady Macbeth, Melisandre's ambition pushes Stannis to direct action. Little by little, Mel has moved Stannis from religious reform, to a military campaign, to adultery, to summoning demons, to murdering Renly, to witchcraft, to murdering his own nephew... When the story started, Stannis was the Master of Laws, aka the Attorney General and the Supreme Court in one! The righteous man that was Stannis is long gone.
Manhood. Macbeth's masculinity was questioned by his wife. Macbeth's own lack of children, especially a son, is a stain upon Macbeth's manhood. Macbeth tries to emasculate both Banquo and Macduff by killing their offspring. Stannis' manhood is questioned early and often in the story. He derives no pleasure from intercourse. He only has one daughter... and Littlefinger and Cersei later spread the rumor that he's been cuckolded by Patchface... a lie, but it's readily believed.
Murder. The list of Macbeth's victims is long... King Duncan, Duncan's guards, Banquo, Lady Macduff, Macduff's children, and others. He also tried and failed to kill Banquo's son, Fleance. The murders started with Duncan to bring Macbeth closer to the throne and they continued in order to conceal Macbeth's involvement, to establish his hold on the throne, and to intimidate his enemies. Like Macbeth, Stannis began his murders in order to promote his claim to the throne by killing a kinsman. In fact, the kinsman was his younger brother, Renly. To further establish his power, he murderd Ser Cortney Penrose. And to remove rivals, he planned to murder his nephew, Edric Storm. After Davos sent Edric into exile, Stannis murdered Lord Alester Florent in a ritual of witchcraft to curse and kill his enemies abroad.
Witchcraft. In Macbeth, and in western lit and society, witchcraft is the domain of evil. Chaos. Death. Treachery. The allure of witchcraft for Macbeth was the obvious displays of power. Melisandre also displays power that neither the Maesters, the Septons, nor Stannis' captains can. Stannis confessed that is why he changed religions. He does not care what that power is... evil or good... he only cares what it can do for him. The combination of ambition and dark powers was too seductive even for a man of renowned iron will.
Those are some observations. Tell me I'm way off or agree that Stannis' story is Shakespearean Tragedy.