Despite the wicked graphics, technology and cool kung-fu martial arts, the thing I love the most about the series is that every single scene and shot in the three films means something important - it may be a factor of the Matrix itself (like the characters), it may relate to our world (ghosts, vampires, aliens), but it is significant in some way. For example, while just looking at a Matrix Revoltuons poster given to me by a very good friend, I spotted that all the characters (the rebels and the agents) in The Matrix realm wear glasses - this symbolises the 'veil' of truth that the Matrix is not reality. Plus, the characters in the Zion realm do not have glassess, except the council members in Matrix 2 + 3 - this could be represented as a veil: they don't believe in the power of Neo, and so don't accept the reality...
... it's great listening to theose philosopher's commentaries on the DVD...