Excellent conclusion to an underrated trilogy
Many critics pan the first 2 Star Wars prequels commenting on how weak the scripts or story-telling were, how bogged down the plots were by the galactic politics and etc. But I think to fully appreciate the prequel trilogy one needs to change his/her perspective.
Watching Episodes I-III as the story about Anakin turned to the dark side-- the first 2 films are bound to disappoint. Watching the prequel films from the perspective that these are films not about Anakin's shift to the dark side, but from the point of view of the delightfully Machiavellian Palpatine, then a greater appreciation can be gained.
From Episode I we saw the strings being pulled as Palpatine played both sides against each other in such a way that regardless of the outcome, he'd get the results he wanted.
Episode II saw an extrapolation of his pure Machiavellian deviousness (was George Lucas inspired by "The Prince" when he dreamed up the Palpatine character?) The clone army had been created to serve the Republic... or had it been created to serve the dark side? Count Dooku's revelation that the Republic was being controlled by a Sith Lord mirrored Darth Vader's revelation in The Empire Strike's Back that Darth Vader and Anakin Skywalker were one in the same. Also the scene with the Trade Federation discussing the weapon they are working on, and then seeing the plans for what, in Episode IV, would become the Death Star!
Episode III is the bookend, it's both a finale (for Palpatine's story, his plan is complete) and a new beginning (the birth of Luke & Leia). It ties up the loose ends and (as other reviewers) have stated adds a poignancy to the friendship/mentorship that existed between Obi Wan and Anakin/Vader. The scene where Obi Wan sees that Anakin has killed "the younglings" (okay, that term is utterly ridiculous-- they're "children"-- none of this "younglings" crap!). Ewan MacGregor's portrayal of Obi Wan at this point is spot on. You can both feel and see the hurt in his eyes-- reminiscent of that of a father of a prodigal son. Hayden Christensen's performance in Episode III, if anything helps vindicate and validate his performance in Episode II. While he may have been "wooden" in Episode II it's because he was trying to do what was right but he had that fear and anger inside of him that kept clouding his judgement. The wooden performance was of a man torn between the dark and light, straddling a line. In Episode III, we see that line snap along with Anakin! Christensen's performance in Episode III was probably his best since Life as a House with Kevin Kline a few years ago.
All in all, a joy to watch! George Lucas's return to the use of miniatures rather than relying so heavily on CGI (as he did in the first 2 prequels) was also a very welcome shift from Episodes I & II. While not the best of the Star Wars films it's certainly close!