Style in writing can be seen as the result of decisions made in two areas: syntax and diction, in other words, word order and word choice. This may sound like an over-simplification but I don't think it is, because both are extremely complex in nature, and they can be influenced by a very wide range of factors. However I do believe that it's helpful to recognize that the matter can be distilled to this point, and to keep the concept in mind when reading any writer. Of course Shakespeare is unequaled in both categories, and analyzing his work for the causes and effects of his decision-making in these regards leads to all kinds of interest.

For an example, consider the first words spoken by Claudius in Hamlet (2.1). He is in the delicate position of simultaneously mourning the death of his brother (hypocritically, of course) and announcing that he has married the widow, Gertrude. His psychological state and the difficulty of his task both contribute to the circuitous wording of a relatively simple statement:

Though yet of Hamlet our dear brother's death

The memory be green, and that it us befitted

To bear our hearts in grief, and our whole kingdom

To be contracted in one brow of woe,

Yet so far hath discretion fought with nature

That we with wisest sorrow think on him

Together with remembrance of ourselves.

Therefore our sometime sister, now our queen,

Th' imperial jointress to this warlike state,

Have we, as 'twere with a defeated joy,

With an auspicious, and a dropping eye,

With mirth in funeral, and with dirge in marriage,

In equal scale weighing delight and dole,

Taken to wife...

The passage works like an overture to his story, which is one of a man conflicted between desire, ambition, guilt and extreme awareness of how he is perceived publicly. And it's just another glittering example of Shakespeare's style and substance, and how they're inseparable.