May I stick in a word for reading Shakespeare? I suppose that, after all, most of the people who have loved Shakespeare experienced his work primarily or entirely as something read out of a book. Y'all can turn on computers and watch things, many of you live in metropolitan areas where you might see some staging (revisionist likely as not) of the plays, but don't discount generations of readers in households where a "family Shakespeare" and a Bible and not a great many other books may have been read with enjoyment by people of temperaments not so different from those of some of us. I suppose that most people who have seen a performance of a Shakespeare play will have seen just one or a few such events.
I'm not flat disagreeing with the commenters here who advocate seeing Shakespeare in performance, but I've actually seen quite a few productions, at the Oregon Shakespearean Festival in Ashland (1970s mostly), and would say it's really been more as something to read that Shakespeare's meant most to me, not as something to watch from a seat in a theatre. Some of my favorite plays I have never seen performed, while some that I have seen performed do not fascinate me. For what that's worth.
Another thought. Movies are really at odds with the way Shakespeare wrote. He wrote as a poet. Your imagination is meant to be active when you read, for example, the description of a castle in Macbeth. A great deal of Shakespearean verse and prose is not so much dialogue exchange, though presented thus, but verse intended to create sensory impressions and so on. So when you watch a movie and there's a castle with all its mosses plainly before your eyes, and some character is rattling on about it, you are naturally going to feel some impatience. People may say those words teachers hate to hear, about how "flowery" Shakespeare is. The best Shakespeare adaptation I know is probably Kurosawa's Throne of Blood, a very free working of Macbeth that is just wonderful on its own -- it justifies cinema itself as a (potential) art form. Kurosawa's script was written for a movie.
All these cinematic closeups of actors' faces as they enunciate Shakespeare's verse tend to work against it. You need to keep in mind that his plays were written to be performed for an audience none of whom could see details of facial expression, etc. Those nuances are in the verse. Shakespearean actors partly act the role, partly narrate it. Bethell's Shakespeare and the Popular Dramatic Tradition is very helpful on this. And when you read Shakespeare you need to visualize what his stage looked like. It was not the kind of theatre that, say, Ibsen could use for his more naturalistic plays.
My favorite example of partly acting, partly narrating, is in King Lear, when the Fool says something like "This is what Merlin shall say, for I live before his time." The Fool is not prophesying what Merlin will say hundreds of years later. Rather the actor is helping the audience to understand that the play they are watching is set hundreds of years before King Arthur.