The correct order to watch them --
4, 5, 2, 3, 6
never watch episode 1.
My logic is, that you can view 2-6 as really Anakin's long arc from hero to villian to redemption. Episode 4 and 5 set up the current environment ending with the epic reveal that Darth Vader is the heroic Anakin Skywalker and Luke's father. Then you flash back to episode 2 and 3 to see how he went from being a heroic (but at the same time whiny, feckless, petulant boy) jedi to the dark lord of the Sith. Finally finish off with with episode 6 for his redemption.