I know this is a really,
really old thread, but I heard that the best order to see it in is the following:
Episode IV, then Episode V, then
backtrack to Episodes II and then III, before finally ending it with VI, omitting I completely. The reason:
Episodes 4 and 5 help set up the stage for the battle against the Rebels and the Empire and ends off with them (Luke, Leia, the gang) facing an uncertain future. Luke also leaves for a little bit to hone his force skills considerably. By going
back to Episodes II and III, you get to see how the Empire rose to power and overtook the Jedi Council as the dominant force, which also sets the stage for the dramatic conclusion that is Episode VI. And you skip I because it doesn't really add much to the story. You already know that Anakin grows up to be Darth Vader and him as a little kid isn't really that exciting or informative.