I haven't seen the Coen's Macbeth. For other versions I'd recommend, I haven't seen the Orson Welles version in forever but it's a classic Orson Welles movie, so it's a safe recommendation.
I really like the one with Ian McKellen and Judi Dench.
Alot of kids these days pick the Patrick Stewart version as their favorite, and I like him in it but I have misgivings about some of the filmmaking and it's really long.
The Roman Polanski version is good but it twists the materials in ways that make it less than ideal if you want on version to watch to "get to know the play."
There are a bunch of other good, or at least decent, versions.
I'm surprised you've never read the play. I thought that was one that most people read in highschool.