Shylock is mainly interesting for the way his character has been re-interpreted. Well, the same for Caliban but in Caliban's case I don't think the re-interpretations are reaching very far at all, and really critics had just been misinterpreting him for a long time.

Iago is just cold, cold and manipulative. He has no real purpose or will besides evil. I like him (except for when Josh Hartnett plays him in 'O' I mean holy shit that was bad).