Have you tried an annotated one? Shakespeare is full of, essentially, in-jokes and memes from the 1500s. There is a ton of depth in his writing that you'll totally miss if you don't know all of that context.
Also, lots of bawdy humor that gets glossed over by staid and respectable modern productions. For example: the "bite your thumb" gesture that gets used in a few plays is pretty much the equivalent of somebody from today giving a double middle finger while sticking their tongue out.