I have put "splitting" in inverted commas because it's a misnomer; "to" is a marker, not part of the infinitive itself. But that's what everyone calls it.
All I would say here is that blanket rejection of split infinitives is very unusual in modern English usage guides, and I myself do not subscribe to it. The idea that it is unconditionally wrong to insert anything between "to" and the infinitive originated, or at least was first articulated, in the nineteenth century. Some eminent writers split infinitives; others don't. I myself would certainly say "not to give up" and would not say "to not give up", but there are many cases in which avoiding the insertion of a word between "to" and the infinitive produces a very awkward result.
Even if Shakespeare had been an infinitive-splitter (which he wasn't; it was very unusual in his period), he would not have written "to be or to not be"; the rhythm is all wrong. That is important, I think; this is really a stylistic rather than a grammatical question.
The Wikipedia page on this subject is excellent:
http://en.wikipedia.org/wiki/Split_infinitive