I love all three Matrix movies. I know some people who loved the first one felt let down by one or both of the followups, but personally, I think all three are fantastic. The first one has the element of surprise both technically and from a story perspective, of course, but all three are brilliant.
I may write more about these movies (perhaps in a Movie Memories post), but for now, I provide you with this link which has everything you wanted to know and more about the three films. I particularly enjoy this article on that site, discussing the philosophical questions the movies pose.
If you’ve not seen any of the three movies (why not?) be careful at that site, it’s spoilerific as you can imagine.