A reason Hamlet is valued is because he spends so much time wondering about death and the value of life. Hamlet decides after the death of his parents that we're scared of death because we don't know what happens and death is something that everyone in any time of history can relate to even in todays culture; 400 years after it was originally written.
Another factor could be that every reader will have different opinions on the main character... some don't even know what to think whereas many will find that they don't know everything about the character. Hamlet himself makes you think there is something important he is keeping from you even if this something isn't known to him. . The ability to write such powerful dialogues that create this effect is one of Shakespeare’s most impressive achievements and traits.
Hamlet is seen as one of the greatest pieces of dramatic works in the English Language to date since the list for interpretations and meanings goes on, which is a main factor of why Hamlet is viewed as a classic even in the modern times. The timeless issues the play raises may be the reason this play has the reputation it has withheld over the centuries and the fact that issues from the Oedipus complex Hamlet deals with to the inner mentality of the character were thought upon in the time period it was from is quite astonishing in itself.