I am assuming you are directing the question specifically at the play Romeo and Juliet since your tags have indicated this to the reader.
Shakespeare uses an abundance of literary devices in his plays in order to add richness to his language; some of the more common literary devices are dramatic irony, soliloquy,monologue and symbolism.
Firstly, dramatic irony occurs when a speech or situation in the play has a deeper or opposite meaning to the meaning understood by the characters in the play. For instance, in Act I, Scene 2, Peter, a servant to the Capulet's, asks Romeo to read the letter/invitation for the Capulet masquerade. Although the characters are unaware that they are part of rival families, the audience knows what is happening during the interaction.
Second, a soliloquy is a speech that is delivered by a character who is alone on stage. The words are expressed out loud and normally reveal a lot of information about the character's feelings and thoughts. For example, in Act III, Scene 2, Juliet delivers a soliloquy while she is in the Capulet house eagerly waiting for the Nurse to return.
A monologue is uninterrupted speech which is delivered by a character to another character or the audience. For example, the prologues in the play are delivered by the chorus. As well, the prologues may also be delivered by Prince Escalus when the play is performed in front of a live audience.
A symbol is an object, a character, or an event that signifies one thing in the literal sense, but has meaning beyond the literal word. For instance, at the beginning of the play, the servants from the Capulet and the Montague households speak about "biting thumbs." This gesture has more meaning than the action of biting a thumb. It is a rude gesture to bite one's thumb at someone else.