The first Matrix was as complete a movie as you can get.

They found a way to make two sequels with basically zero plot and narrative sense but was oddly entertaining...think Fast and the Furious minus Maxim magazine models in bikini's and adding Deeprak Chopra...but even then those were basically the first movie's plot re-told

Like RJCC above me said, the best matrix stories outside of the main movie took place on the side with MUCH lower stakes...the videogame with a side story during the big Neo/Smith 'war' and Animatrix with people figuring out their reality was 'off' and playing with magic realism as a story telling device.