I've suggested that, if you have to choose between reading a Shakespeare play and seeing it on stage, you choose to see it. (And I've spoken of Shakespeare films and videos as special categories unto themselves, neither the best nor the worst--but no substitutes for live performance.)
In fact, though, you don't have to choose: most of us have read Hamlet, seen it in live performance and watched every sort of cinematic/video version.
And, depending on where you live and travel, reading may be the only option you have for certain plays at certain moments.
So we return to the familiar territory of books in general and ebooks in particular. What sort of digital editions of Shakespeare are available?
The good news, as far as it goes, is that there are many free (or very inexpensive) 'complete works of Shakespeare' available as ebooks or in comparable digital formats. The bad news about them is that they tend to resemble the one-volume print editions of the 'complete' Shakespeare that were available before the advent of well-edited and -annotated editions like the Riverside, the Pelican and the RSC: most 'complete Shakespeare' ebooks are under- or unedited; lines are often unnumbered; and formatting is rudimentary at best.
The one free digital 'complete' Shakespeare that I suggest you consider, if you're an iPad user, is the Shakespeare app from Readdle. (There's also a Pro version priced at $9.99 with an integrated glossary; users complain however that the current Pro version is prone to crash.) It includes the texts of 41 plays (compare with the 37 in the editions most of us grew up with) plus poems and a concordance, the formatting is the best currently available at the 'price'--but the lines are unnumbered, and there are no annotations and no access to the glossary of the paid Pro edition.
And what about ebooks of individual plays?
In my experience, the free (or very inexpensive, priced at 99 cents, say, in the US) individual ebooks have the same shortcomings as most of the 'complete works' ebooks: no frills, questionable formatting.
And as of this writing, the ebooks that correspond to the rack-sized annotated editions most readers use for individual plays (in the US, Signet and Pelican, for example) have yet to catch up in formatting with the print versions on which they are based. Many such ebooks are so poorly formatted as to be almost unusable.
The only ebook series I can recommend to US readers is the one edited by Jonathan Bate and Eric Rasmussen for the Royal Shakespeare Company. Individual RSC editions (usually of single plays) are offered in the Modern Library Classics series at prices currently ranging from US $2.99 to $7.99. (See one US example here, or go here for an overview of the series. Palgrave Macmillan, which publishes the RSC Shakespeare in the UK, is expected to make individual ebook editions available there in the future.) The superiority of these editions is most obvious on tablets or tablet-like readers, but editorial annotations are properly linked for use on all the ebook readers I've tested. (I do assume that you're using a reader that permits landscape, or horizontal, orientation, or the equivalent.) Other editorial features and extras are also first-rate.
Remember, of course, that the availability and quality of ebooks are constantly changing. With Shakespeare, though, it's usually a good idea to sample before you invest in an ebook--and remember that some formatting problems will not be visible in a sample that stops short of the principal text of the play.
These three posts about Shakespeare obviously don't even scratch the surface. (For an intelligent choice of the links missing here and references to secondary literature in print form, see RSC editor Jonathan Bate's recommendations here.) I haven't even talked about the reasons for which some people find Shakespeare unapproachably difficult--or just boring. Nor have I addressed any of the mysteries or controversies surrounding him--or the sheer diversity of his output. It seems to me particularly appropriate in the case of Shakespeare not to predefine what's waiting for you in his plays and poems. It's better for his frequently heralded 'universality' not to become one more dusty 'topic'--but to stand instead as an invitation, an open door.