I loved Empire Strikes Back as a kid, it was always my favorite. Not because of the dark ending, but because of the snow (always loved snow), the wampa, the asteroid field, the lightsaber fight, and Luke getting his hand cut off (that was always really cool to me. It was my favorite scene to act out, I'd tuck my arm into my sleeve, yell out "Noo, its impossible! Noooo! then run backwards with my arms held out like I was falling. Our neighbors thought I was a very odd child.
Even though I saw Empire Strikes Back before Return of the Jedi came out, I was too young to really feel the anxiety of not knowing what the next chapter had in store.