One of the most important points to remember when teaching a Shakespeare play, is to provide students with a summary of the play, before they start, so they can go into the text with some idea of what is happening.
One of the most effective ways to teach Shakespeare's works is to interact with the script, as it was meant to be appreciated: as a play. And to make it fun! Shakespeare, after all, was foremost an entertainer, not a scholar. Therefore, let's not bore our poor students, but let's entertain them, and help them entertain each other.
Making it fun will actually help your students learn more, than they would if they were strictly serious, and approached the text with a strictly intellectual lens.
For more explanation on Shakespeare teaching strategies, go to my article, Teaching Strategies for Teaching Shakespeare to the Reluctant Learner.
For a step-by-step on how to act out a Shakespeare play in class, go here.
For some pointers on master techniques on acting it out, go this page.
Watch A Movie
Because Shakespearean plays are drama, it is very good for the students to be able to actually "see" the plays. If you don't have access to an actual Shakespearean play, a movie can be a wonderful alternative. Read more about showing a Shakespeare movie to your English class.
Bringing in things from today to relate to the plays makes the works seem more relevant and will grab your students' attention. Find more ideas on using current events in your Shakespeare classes