All around in movie aspects such as plot, characters, setting, and more, ESB takes the crown as my favorite, but all of the movies were almost equally great. Since ANH was the first of the awesome trilogy, it can be cut some slack; it was an experiment at the time. RotJ was a great closure for the series, but I always felt it was too quick with Jabba's Palace. Jabba was a PIMP! They should have elaborated with more scenes of aliens at the place and more stuff happening.
Still, the series, IMO, are the best movies ever, based on the time period they were made, how they were made, and what content they have.