What are Macbeth's thoughts throught the story?

This is such a broad question. His thoughts are all over the place both emotionally and rationally. At any given time Macbeth is paranoid, scared, stubborn, guilty or courageous. This really depends where you are in the play.

Macbeth starts not wanting to kill Duncan; he is forced into it by his wife. He becomes more and more power crazy and finds himself "stepped in so far I cannot go back." By the end, however, he does the right thing and faces Macduff like a soldier and dies with "his wounds before" showing he died more nobly than he had lived.