I pretty much always just call it Star Wars. I don’t consider “Star Wars” to be an actual part of the titles of Empire and Jedi, that they’re just called “The Empire Strikes Back” and “Return of the Jedi” because they were marketed as such. Also, like in Leonard Maltin’s movie guide you’ll find Empire in the E section for Empire Strikes Back, not in the S’s with Star Wars as “Star Wars: The Empire Strikes Back” because that’s not what it’s called. Same with Jedi, in its case in the R section of course.

The only time I’m okay with “A New Hope” being used is if you call it “Star Wars: A New Hope,” but even then Empire and Jedi can’t have “Star Wars” attached to their titles(or any of the other later movies for that matter) because that takes away from SW as being something special and degrades it to just another movie in the franchise.

And there’s nothing wrong with the first movie being the title of the series. Take Planet of the Apes for instance. The original 1968 movie is called Planet of the Apes, then each of the sequels is “Something” (from/of/for) the Planet of the Apes.