To do so may increase the psychological realism of the play, but it forces the audience to see Macbeth as a victim of hallucination. Such an interpretation may be confusing: After all, the Witches are real enough, because Banquo also sees them. Perhaps we only see the apparitions we want to see. If that's the case, we can reasonably assume that Macbeth must actually see a ghostly dagger as well as a ghostly Banquo.
The apparitions that the Witches conjure in Act IV, Scene 1 also require careful thought: The original stage direction for the third of these refers to a king carrying a looking-glass, and modern directors have had fun with this, employing several mirrors to create an infinite regression effect, for example. A final staging problem occurs with the appearance of Birnam Wood. Merely adding leafy camouflage to helmets does run the risk of looking rather silly.
The relationship between Macbeth and his wife — in particular the degree of responsibility which she has for the events of the play — is most important. Does her line "Unsex me here" make her chillingly asexual, or is she a heatedly sexual being whose relationship with Macbeth is more physical than intellectual? One thing is certain: Both Macbeth and Lady Macbeth must be able to move with ease between states of certainty and doubt. Her descent into madness and Macbeth's rapid swings between absolute self-knowledge and howling self-doubt are tests for any actor.
