One way is using the Times Square Ticket Booths.
You can purchase tickets for same day performances of shows for ~ 50% off
Check out link below:
Enjoy your stay in the Big Apple. :-

Stagegrade.com is a site of consensus reviews and from audience too.

Here is what they say about Macbeth:  http://stagegrade.com/productions/124 http://stagegrade.com/productions/1241

For discounts you can also go online TheatreMania.com or Playbill.com or Broadway.com so you can plan ahead....

Have fun.

It's called Sleep no more and it started in London.

It's playing all nights of the week. You enter between 7:30 and 8:30 and you stay through 10 pm. It takes place on a few floors in a Chelsea hotel.

No actor speaks. They are each characters from the play and you can follow whomever you choose.

There's also a bar if you want to take a break for a drink.

Don't wear heels.

Enjoy

Cumming is wonderful, he plays each of the roles in the play, which is odd, but it works.   Saw it last year when it had a limited run at Lincoln Center.  Worth seeing.

As to ticket prices, New York has always had more expensive theater than the UK, although London is starting to approach.  If you enjoy theater, we have some very good off Broadway companies as well, which are substantially less expensive than Broadway.  Try the Atlantic Theater or the Classic Theater, or 59E59 which is a bargain.  We don't quite have the depth of theater that London has, but there is much to enjoy.

I've been three times!  Sign up for Broadway.com and Theater Mania emails. Also for happenings around town, Urban Daddy, Gilt City and Daily Candy. Urban Daddy has a funny iphone app. Try it
I'm planning to see Macbeth soon myself. Love Cumming!  
Anna Faire xx

Anytime you change up the format in a theater performance experience it adds a fresh new perspective.  

This sounds very interesting because, as you mentioned, you can follow the character and story line that you want to follow. Brilliant! It takes the the theater experience out of the stodgy black box and gives it some new dimension. Very interesting indeed.  

-nycad