When we read Macbeth, I like to make it as immersive as possible. We have the fog machine for all the witch scenes, sound effects students, etc. I am still looking for an affordable lightning and thunder strobe, but none fit the bill (either in what I want from it or the price). I also need to get my hands on a few items for students to wear or have on their desk while reading (like a crown for whoever is king at the time, etc.).
One thing I do is to have images on our screen to help set the mood. None of the images are mine, but if you like them, each slide has a link to where the image came from. You can get the slides for free here: https://docs.google.com/presentation/d/1GtXRutPEQd7WG-cXGNe4p80i8ZJayqNMfrm2y3jFSEU/edit#slide=id.p
I would love to here what you do to make that Scottish play work in your classroom!