I've always loved the Norton anthologies and commentaries. The editing is as true to the original as possible, trying to preserve the text at it was made to be but with some modern nuances to make it accessible to readers today. I love having all the works of Shakespeare in one volume, which makes flipping between plays and sonnets facile. Though its a weighty book, there's no other way to have it--if you are looking for a full and expansive study of Shakespeare, I would recommend the Norton complete edition.
This book is one of the better complete works of Shakespeare that I have seen. The format is good and easy to read, the footnotes and references to the Oxford edition of Shakespeare's works are great.
I did extensive research before I decided that was the best of the available editions to buy. That was in 2002, however, so there may be a better one published in the last five years.
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