http://www.empireonline.com/movies/features/trilogy/
This is a pretty legit list with a couple of glaring omissions - Never Ending Story, Ninja Turtles (Secret of the ooooze!), James Bond, and Predator all jump out immediately.
If you were going to trap me in a dark room with a TV and say I can only pick 1 saga to watch for the next week - I would say the Aliens and Predator movies, but only if I could include both franchises in their entirety plus the AVP line of film, plus Promethius and Covenant. Otherwise I would probably get a bunch of weed and go Three Ninjas/Three Ninjas Kick back