(admin: merged from another thread) 
Now of the choices listed the Man With No Name Trilogy is by far the best, but there's more not menitoned. 

Close among my favorites would be Andrzej Wajda's WWII trilogy, which was recently released complete on DVD by Criterion btw. But well you guys are missing a very, very obvious choice and that's the original Star Wars Trilogy. Sure it is a six part set, but A New Hope, Empire Strikes Back, and Return of the Jedi is cinematic perfection to me, and I'll always think so. I grew up with the films and you'll probably never hear me bash any of them. I may have numerous complaints with Phantom Menace, and there may be flaws in episodes two and three (most notably the overdone computer animation), but there's no topping the first three. Just wish I could see them in their original format again, tampering with classics should be illegal.