Great question, but crazy large.
Far too immense a to adequately deal with here, or even in an essay. You could devote an essay to each of the character's soliloquies and still not cover it all.
But it made me curious, so here's a sketchy start at Macbeth.
Macbeth's soliloquies show his rapid descent into darkness, his ineffectual logical defense against it, his rapid refusal to follow his own logic, his fearfulness and awareness that he has sacrificed his soul for nothing and, finally, his ultimate awareness that his life is meaningless.
Act 1 Scene 3--When he says the supernatural soliciting cannot be ill, cannot be good and he's already imagining Duncan slaughtered. This shows his propensity to give in to his dark side, and his willingness to perform an unnatural act to achieve his ends
Act 1 Scene 7--counting the reasons why he shouldn't do it and deciding he won't. This shows he has a mind and that he has enough wit about him to think of the reasons why he shouldn't kill Duncan. This scene makes what he does next all the more troublesome, for his reason, the better part of his being, has told him not to.
Act 2 Scene 1--the dagger, the death knell. This scene shows his psychological weakness, and his awareness that he might be seeing things because of his stressed state, or "heat oppressed brain." It also suggests that he is aware that what he is about to do is unnatural and is connected to the underworld.
Act 3 Scene 1--to be thus is to be nothing but to be safely thus. This scene shows his awareness that he has sacrificed his eternal jewel (soul) for a transitory gain. It shows his growing fear and his jealous nature.
Act 4 Scene 1--the firstlings of my heart shall be the firstlings of my hand. Here he has fallen completely into darkness and has decided to forgo conscience entirely and act as his impulsive (and black)heart desires. It shows his complete moral degeneration
Act 5 Scene 5--life is a tale told by an idiot, full of sound and fury, signifying nothing Macbeth's awareness that he has never had any real control over his fate, and that his life has been nothing but "a walking shadow, a poor player who struts and frets his hour upon the stage and then is heard no more." This is awareness of his ultimate mortality. He leaves nothing meaningful in his wake, and there is no order in the chaos of his life.
So dark! So juicy! So fun!
To really address all of the soliloquies in Macbeth would require a lot more space than we have here. It's a matter for one or more essays. However, some of the criticism available through the eNote for the play will help with that (http://www.enotes.com/macbeth/17175, for example), and we can get you started on your analysis.
Another of the links listed below (http://www.nosweatshakespeare.com/macbeth_soliloquy.htm ) translates each of the six main soliloquies into modern English, and you can find the same thing in greater context in the eText of the play.
In broadest terms, the soliloquies show the characters at the moments of greatest emotional tension. Lady Macbeth is swearing to do what is necessary to put her husband on the throne in the first. In the later, Macbeth is cranking up his nerve, and then is upset by what he's done, and, in the end, by the way everything's turning out in the play.