It was kind of weird for me, because I completely miss the first two movies in the cinema, it was until some of friends rented a DVD and I watched the two towers, it was like some days before the premier of the return of the king. So I watched first The two towers, then the return of the king and the fellowship of the ring at the end. And I love them.
I have watched several times after that. Actually, I think I rewatched them this year. It's my favorite movie franchise I suppose.