“Stars Wars”, “Empire” and “Jedi” just can’t be beaten as the names for the films. Rolls of the tongue nicely, short and sweet.
Of course we live in a world where there are prequels and name changes. So I have to admit that those are not the names I always use in practice, especially when talking to my (casually interested) girlfriend about them. When speaking of the first movie, I usually refer to it like “The oldest Star Wars, that one with Luke”. “The First” would probably get her confused with the Phantom Menace, while “Star Wars” would be too general of a name nowadays.