Hamlet is considered great for a variety of reasons - including that it's a great example of the sense of individualism that characterized the Renaissance. It is also considered to be the right balance of entertaining stuff like ghosts, sex, and violence, along with profound moral, philosophical, and psychological tensions.

However, although I like Hamlet, I do not agree that it is clearly the best play ever written the way some people do. I think it's great, but I don't think it's the best Shakespearean play. And you are not the first to think that it's about a petulant young jerk whose indecision is frustrating rather than tragic.

If it makes you feel better, famed poet and critic TS Eliot felt that Hamlet was Shakespeare's 'artistic failure' and thought that other Shakespearean plays were actually far superior. See:
http://articles.poetryx.com/50/

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