There's a great Hamlet with David Tennant and Patrick Stewart:
http://www.imdb.com/title/tt1449175/?ref_=nv_sr_6
It's available from Netflix. Both my teens loved it (they are big Whovians and Trekkies), but that could be because they have watched and read much Shakespeare.
Audible.com has some great audio versions of Shakespeare called Shakespeare Understood--it's compete versions of the Bard's plays, acted out in audio format, but including additional narration that explains what's going on so listeners aren't lost. I feel it's a great compromise between reading a play (slower, gives more time for reflection and analysis) and watching a play (best for enjoyment, what it was meant for).
I am fortunate that we live in the city with the only re-creation of Shakespeare’s Black Friars Theater. They have 3-4 plays running at a time and we are ushers so we get to see them for free. The acting is top notch and they cycle through all the plays in about 5 years time. They have begun to add Marlow, Middleton, and others to the repertoire. In 7 years we have yet to see a bad performance.