Macbeth by a long shot. Short, to the point, wicked, and it has perhaps the most memorable opening scene of all Shakespearean plays:
"Double, double toil and trouble;
Fire burn, and cauldron bubble"
I remember we acted out Romeo & Juliet in my English class a looong time ago, and I got the part of Tybalt. I enjoyed it, despite my rather wretched demise, but there was nothing to really think about it. It wasn't until I read Macbeth that I began wondering, "Who's the real villain here?" Because the line was blurred between Macbeth and Lady Macbeth, even though I tend to believe the latter is the primary villain. Despite the stereotypical climatic showdown, I think I enjoyed it more than any other play by Bill. Plus, it deals mainly with one of my favorite topics, and something that isn't addressed nearly enough: paranoia.
(Oh, I thought I'd give my expert opinion on Hamlet:
It stinks. Over rated, overplayed, and if Kenneth Branagh plays Hamlet one more time I'm going to flip.
Hamlet was nothing more than an emo kid ahead of his time.)