There are lots of annotated Cliff Notes eBooks which provide insight into many of Shakespeare's works.
Have a look at the following URL:
http://www.ebookmall.com/ebooks-auth...tes-ebooks.htm
I don't know if those eBooks come with the Shakespeare play as well but you can get that at Project Gutenburg.
If you go to another site called eNotes, you can get some sort of pass which allows you to get the original Shakespeare text side-by-side with a modern translation by a scholar. See
http://www.enotes.com/macbeth-text/ for an example.