I've seen them all in theaters, I was exactly the right age to see the original Star Wars about a billion times when it first came out. Went to a midnight screening of The Phantom Menace the night it was released and remember being distinctly underwhelmed.
My best Star Wars in the theater memory is my sister taking me to see Return of the Jedi at the Cinerama Dome in LA a few days after it premiered. Lots of people in costume, and we still talk about the one guy selling "Hot Jedi Coffee" to people waiting in line. Tried to find any news reports on it, but best I could do was this news story about a missing part of the movie at a San Diego showing. The girl in the Imperial Officer costume had great cosplay skills, and an Imperial attitude to match!