I usually found the way fantasy treats prophecies unsatisfying. Something is prophesied to come true; people either struggle to bring it about, or to stop it. Why? If it can be stopped, then it is not a prophecy. And if it really is a prophecy and you want it to happen, then why should you struggle? Once Macbeth knew he WILL become king, he should have just relaxed and waited – not mucked about with regicide.
I just read some Eberron stories, and was impressed with how the subject was handled there. All prophecies in world of Eberron are conditional. Something like "if a descendant of king Galifar fights a troll on night the full moon in year 856 and wins, the rule of the kingdom of Karnaath will change." Which actually lends to stories which make sense. Whoever rules Karnaath in year 856 will want to find all living descendants of king Galifar and detain them, or otherwise make sure they do not fight any trolls. Someone plotting to take over Karnaath will want to find at least one such descendant, and charm/compel him to fight a troll - and make sure he wins.
Has any other fantasy played with conditional prophecies?