Him wanting to overthrow Palpatine begins in that scene in Palpatine's office. Why else does he decide to go and do Palpatine's bidding?
He can't go back to the Jedi, because he had a hand in Mace's death.
He knows who Palpatine really is.
The Jedi have used him.
Palpatine has used him.
What choice does Anakin have left? Himself and his wife. Nobody else matters.
But Palpatine holds the key. It doesn't matter that Palpatine doesn't show the key. It doesn't even matter if Palpatine has the key. To Anakin, the possiblity is all that matters and he has to take it, because of the promise he made in Episode II. He's not thinking about the Jedi. He's not thinking about Palpatine and the "Sith ways." He's thinking about himself and what he has to do to save his wife.
And no, I had that figured out well before the Episode III commentary....Twelve times in the theatre will do that to you.