I like to watch it in this order sometimes:

1. Episode IV

2. Episode V

3. Episode I

4. Episode II

5. Episode III

6. Episode VI

This way, after Vader reveals who he actually is, then I can go back and watch the backstory.

Then I watch Return of the Jedi and then the scene where Luke surrenders to Vader has a different feel when Vader says "so you've accepted the truth," and Luke replies "I've accepted the truth that you were once Anakin Skywalker, my father."

It's not chronological, technically, but I found it to be a fun way to include the PT into the viewing.