Which Star Wars movie has the best message? In my opinion, the central messages are thus:

The first one has the message that if you use your innate talents, you can singlehandedly defeat Empires. "Use the Force, Luke."

Empire states that in order to do something, you must commit yourself completely to its completion, forsaking even your friends, instead of simply "giving it a shot". "Do. Or do not. There is no try."

Jedi communicates the idea that a you are great not only because of what you have done and what you are, but because of what others have allowed you to do, and to be. "I am a Jedi, like my father before me."

So to me, the message of the first movie is rather unrealistic. It is Luke alone who destroys the Death Star, and this point is made by having everyone abandon him in his final test, except for Obi-wan, though it is implied that in the end, Luke uses the Force without Obi-wan's help. Empire as well has the message that to accomplish your dreams, you must abandon your friends and strike out on your own. It is Jedi that provides the message that all people, no matter how humble or broken, can help in toppling empires, and it is this message that I think is the most important of all.

So on the basis of message, Return of the Jedi is the best Star Wars film.