Real carefully.  In all honesty, I think that approaching Macbeth should be as one would with any other Shakespearean play.  There has to be a serious level of commitment to reading it and a willingness to read certain sections repeatedly, if needed.  Another source such as additional annotations might assist in the process.  Enotes can be a great resource for this.  Finally, I would say that being able to discuss or talk about these ideas in a forum such as a class or some type of online forum will also help.  There is much in this play that is meaningful and relevant.  Being able to approach it in this light will assist in the process of harvesting excellent ideas that emerge from it.

In some ways it is an easy question, one should approach the play as a dramatic act.  It was not written to be read like a novel, and it is extremely difficult to approach that way.  Though I find it interesting to study the text of Hamlet or Macbeth or Othello from a literary standpoint, for most people not extremely familiar with the language, seeing it acted out is likely far more interesting and also easier to understand.

Of course having seen the play, it can be rewarding to go back and look more closely at the passages that are particularly interesting or perhaps passages that were difficult to understand.

The language of Shakespeare's plays is so different from that of our every day lives, it is important to remember that it was a drama to be acted first and as such this is the easiest way to approach it.