My nine year old daughter is really into Shakespeare. Through Scholastic we have purchased Shakespeare's Secret by Elise Broach. It is a well written mystery that explores (a little) an idea that maybe Shakespeare was not really Shakespeare.
Also available through Scholastic, I really recommend Tales from Shakespeare retold by Tina Packer. Nice edition that retells 10 plays, each illustrated by a different artist.
Candlewick Press has produced Shakespeare's Globe, an interactive pop up theatre - she and her friends love to play with it.
Ania