Well it just resonates more. I mean, you knew kind of what was going to happen the first time you watch it, but the whole thing becomes a bit more moving knowing exactly what the characters go through.
For instance, the scene where Anakin meets Padme and asks her if she's an angel: It's totally fanboy fodder, but it's a sweet and innocent line. You contrast this with the stuff from the end of Sith and it has a bittersweet quality now. Also, the scene on the ship when he gives her the necklace is PERFECTLY played by both of them, and when you know she will be wearing it during her funeral procession it adds some weight as well.
Also, when you watch the trilogy all at once it's a lot clearer how Lucas mapped out the whole conspiracy of Palapatine's and it's rather brilliant. His whole arc is just great.
I know it sounds like torture, but I'd really suggest trying to do all 3 in 3 days or something, if you can't do it all in one sitting. I don't think the problems are going to vanish, but taking it all as one piece (like many view Lord of the Rings) might make you more hesitant to prequel-bash.
Taken all together, it's just such an amazing undertaking and a type of storytelling that is just going to get more and more rare. The only films that can even sustain this type of multi-film saga are all based on books, and not even all of those succeed (Lemony Snicket, His Dark Materials). The ones that aren't (Chronicles of Riddick, anyone) stand even less of a chance, or in the case of The Matrix films, can't even reach the finish line without stumbling repeatedly and awkwardly. That SW is mainly from one guy's imagination makes it even more impressive.