Well, consider the price that was paid in order for Hamlet to exact his revenge: Ophelia shunned, gone mad, then dying; good friends manipulated then murdered; Polonius mocked then murdered; Laertes driven to murder and violence; and a mother reprimanded and killed.
In "Hamlet", the concept of revenge was much more noble and simple then the enacting of it. If you are to exact revenge, at least be more efficient about it, for pete's sake! But Hamlet wasn't-Shakespeare didn't write it that way, when he could have. He could have written a nice, tidy, quick revenge tale, but didn't. That alone might hint at Shakespeare's underlying message: revenge is a messy, unfortunate undertaking whose price might not be worth paying.