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It is vital to realise how Shakespeare is using these two characters as foils. Both are present at the appearance of the witches and both receive similar prophecies. The key difference between the way these two characters respond to the prophecies of the witches lie in the fact that it is Macbeth that chooses to act on their prophecies, giving in to his overriding ambition, whilst Banquo, although he clearly has ambitious thoughts, does not give into ambition in the same way.
Interestingly, the first time the witches appear to Macbeth and Banquo, Macbeth is startled by their predictions, but it is Banquo that says to Macbeth: "Why do you start, and seem to fear / Things that do sound so fair?" This shows that Banquo is definitely not averse at first to the witches' prophecies. However, this quickly gives way to doubt and scepticism, and later Banquo has troubled dreams regarding the witches and their prophecy, and says to Macbeth: "oftentimes, to win us to our harm, / The instruments of darkness tell us truths, / Win us with honest trifles to betray [us]." This is in sharp contrast with the increasing fascination and obsession that Macbeth (and his wife) have with the predictions of the weird sisters.
Interestingly, it is the ghost of Banquo that haunts Macbeth (rather than the ghost of Duncan), and one of the ghost's rebukes of Macbeth is how Macbeth responded to the witches' prophecies in comparison with Banquo. Thus the character of Banquo shows us that it is one thing to have ambitious thoughts (and don't we all), but it is something completely different to become a slave to ambition and be led into paths which involve committing murder and treason to satisfy the thirst of ambition. Banquo thus stands in judgement over Macbeth - for it was Macbeth that allowed himself to be manipulated by the witches into his moral descent. Banquo, by remaining "good", demonstrated that fate will take its course without our "help".
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