I've read only a handful of his plays in full (Tempest, Macbeth, a couple of Henrys)and like most folk have seen quite a few of his other works on the screen.
They're bloody hard work to read, I found none enjoyable, certainly not the way Jane Austen is (and who I far prefer over both Shakeyspeare and Dickens).
Our lascivious bisexual poet may best first be approached through the BBC comedy series,
Upstart Crow.
Written brilliantly by Ben Elton, on DVD for £20. I feel no need to read more...