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Shakespeare's earlier tragedies are considered to be exaggerated in the use of blood and gore (typical of the Greek tragedy "formula" and almost ritualistic advancement of plot reiterated in Aristotle's "Poetics"). Over time Shakespeare became more refined and constrained in style; in spite of its bloody 'grande finalé,' "Hamlet" marks the turning point in his approach (as it is more a psychological study than a simple display of gutsy heroism).
Another modification is Shakespeare's use of secondary characters (often of low caste and comical nature) in the place of the "chorus" to announce impending disaster or a sudden reversal of events. The gravediggers' scene in "Hamlet" or the nurse's babblings in "Romeo and Juliet" are examples of this.
Another difference is in the idea of 'tragic flaw.' In the purely Greek tradition, this defined simply a character's resistence against his/her predestined fate ('hubris'); in Shakespeare's works, the idea of it representing a personal human weakness comes to the fore instead. The idea of catharsis, or spiritual purging through suffering, is however a common trait.
Check out the following references for further information. Moreover, with an enotes pass, you can peruse a wealth of material out there documented on Shakespeare, his times, and his works.
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