Great programmes on Radio 4 about how Shakespeare was back in the day. Very much of the people for the people, rather than being the somewhat elitist entertainment it is today. Audiences would have been a drunken, rowdy lot by the sounds of it, drinking in the stalls, eating mussels, going outside to pee in the street or the river. And I'm guessing there would have been much more of a connection between the audience and the players. Lots of heckling, throwing food etc. by the sounds of it.
Shakespeare had really tough audiences to please, so had to be really outstanding at his job to win them over, shut them up and suspend disbelief.
It would be an interesting social experiment to do a production of Macbeth, get the audience to bring food and drink, and encourage them to barrack the cast if they get bored.