Any of the Kenneth Branagh adaptations if you want something that stays as true to the source as possible.
Romeo + Juliet is an excellent musical adaptation with a young Leonardo DiCaprio.
There's a WW2 adaptation of Richard III with Ian McKellen as Richard III and Robert Downey Jr. Without a doubt the best adaptation of the line, "A horse! A horse! My kingdom for a horse!"
Titus with Anthony Hopkins as Titus Andronicus is also very, very good. The opening scene gives me chills.
There's a decent modern adaptation of Hamlet with Ethan Hawke as Hamlet.
I'm definitely forgetting a bunch but those are all solid movie adaptations.