Actually, your best bet is to escape to the Comedies

[felis_ultharus]

Tips for surviving a Shakespeare tragedy:

1. Try to get a job with the city's guard or the invading army -- they're always still standing at the end.
   
2. After you receive that mortal wound, do not speak. You cannot actually die until you give your farewell speech, and this will give time for the medical authorities to reach you. Avoid speaking for 400 years, maybe, and medicine will be sufficiently advanced to actually help you.
   
3. Actually, if you make any grand speech on any profound subject -- suicide, death, fate, life, morality, or free will -- you are dead by the end. Restrict all your speech to practicalities.
   
4. The villain is easy to spot -- they're the one who wants you to listen in on an incriminating conversation. Kill the villain as soon as they are identified.
   
5. Don't go mad.