One of Jedi's crucial problems for me is its complete lack of momentum. The first two films are exhilarating largely because they continually move from location to location, never looking back. Jedi takes place in three locations we've been to before (Tatooine, Dagobah, Death Star) plus... some woods. The universe suddenly seems a lot less huge and thrilling than it did in the earlier instalments.
(Of course, this got far worse in the prequels. When I realised that the finale of TPM was going to be set back on Naboo, my heart sank.)
Having said that, the Star Destroyer / Imperial shuttle / Death Star opening is probably my favourite in the saga. I don't think there's a more impressive example of callous Imperial might in any of the other films...