It's gotta be Lord of the Rings. I'm not a betting man, but I'm pretty sure that the third installment will seal those flicks as the best trilogy ever.
The Dollars and Romero Dead trilogy are pretty consistent too. The Evil Dead would be up there, but Army of Darkness was definitely a dipping point...it wasn't that bad though.
The other movies have maybe two great episodes, but are always let down by their "Godfather 3"...
Return of the Jedi - let's face it, it was the worst of the three, and the fucking Ewoks should all be doused in petrol, set alight, and catapulted out to shark infested waters.
Back to the Future - Was that cowboy episode really needed, and does anyone even remember part 2?
Last Crusade - Sean Connery playing Harrison Ford's dad? It wasn't bad, but it was easily the worst of the three IMO.
I even think that in the big scheme of things, the Matrix sequel sucked dog balls. It was just continuation of FX, and no story line. I though X Men 2 was a better sequel....so I don't have high hopes for Matrix 3.
Oh yeah - I forgot the TERMINATOR and RETURN OF THE LIVING DEAD trilogies....oops.