How can I study The Merchant of Venice?

Shakespeare's The Merchant of Venice is one of his most famous, and indeed studied, comedies. 

However, it is far more complex than a simple marriage and romance plot. The play examines questions of class, race, antisemitism, homosexuality, gender and more.

It is also a play very much of its time. Context is crucial in understanding and approaching the play, particularly in regards to Shylock, who is arguably the real central figure of the play as opposed to Antonio, the eponymous Merchant.