
Darth Vader is considerably more menacing in Empire, which I also think is great. He sort of acted like Tarkin's thug in SW, but he really comes into his own in Empire- and he's one seriously scary dude.
I also love Empire's cliff-hanger ending, which was very daring and risky back in 1980. I love that they avoided the stereotypical Hollywood 'all-wrapped-up-in-a-neat-little-package' ending.
I also love Jedi- I thought is was a very exciting, somewhat bittersweet ending to the trilogy.