From the first scene, Shakespeare uses dialogue to create suspense. It is dark and the night's watch are guarding the castle, though on stage in 1602 the darkness would be difficult to convey. Instead, the guards call out to one another and fail to recognize each other. This device is meant to convey to the audience that although they may be able to see perfectly well, the characters in the play cannot. When Francisco says that there was "Not a mouse stirring" on his watch, the silence is emphasized, and when Marcellus talks of the ghost, we know that the soldiers are all terrified and that it is only a matter of time before the ghost appears.
"Hamlet" is famous for its soliloquies, in which the protagonist will stop what he is doing and turn to the audience to deliver his thoughts. His first comes in Act 1, scene ii, after his mother and stepfather ask him to remain in Denmark. In "Hamlet," perhaps more than any other of Shakespeare's works, this kind of soliloquy is essential because Hamlet himself is such a complex character. The audience is given an insight into what he is thinking, largely because he himself doesn't even know. He wants to kill himself but is terrified of the consequences for his immortal soul. He wants to avenge his father's death, but only gets irritated by his own inability to act. This sound device shares all this with the audience.
Antithesis is the comparing of two contrasting ideas, which Shakespeare uses in "Hamlet" to reveal the uncertainty of Hamlet's mind. This most famous example of this, of course, is his "to be, or not to be" speech, in which he considers suicide. This tiny quote's resonance comes largely from its simplicity, with two of the words repeated. The author uses a similar sound device later on during Hamlet's "What a piece of work is a man" speech, found in in Act II, scene ii. Here he describes mankind as noble, infinite, admirable, angelic and Godlike, yet ends the speech "And yet, to me, what is this quintessence of dust?" The emphasis placed on man's positive qualities builds up an image that is shattered by Hamlet's antithetical disgust at his own existence.
In Hamlet's moving "To die. -- to sleep: - To sleep: perchance to dream," Shakespeare uses repetition of the word "to" to emphasize the tangential nature of Hamlet's thoughts as he contemplates suicide once more. There is a causal link as he thinks of death as sleep, only to fear that sleep may lead to the torments of Hell. These short sound bites also suggest Hamlet's broken mind.