I loved ROTK. It's a fun movie, though you really have to watch all three at once to get the full LOTR experience. I went to a LOTR marathon last month with some lovely classmates of mine, and we all had a jolly good time.
[not counting the "me eating a bag of M&M's on a deserted train station at 4:30 am with a train due somewhere around 6'ish" thing.]