I would say that the best example of a tragic hero in Macbeth is Macbeth himself.
A tragic hero is a character, usually the protagonist, who is destined to fail - something will happen that will lead to his or her downfall at the end of the play. Macbeth is no different - he used to be a soldier, an ambitious one, but not someone who would stoop down to murder to achieve his goals. At least, not until he hears the prophecy and his wife urges him to act on it.
These events start leading him to his demise - he makes one bad decision after another, and eventually dies due to his tragic flaws.