Next up, Agent Smith!
That's what make them great. The second one goes from what you might expect (similar themes and fighting, but on crack) and evolves into a new direction you would never expect - that the entire plot that's been built up doesn't matter at all. That the entire "fight for the humans" is merely a sham perpetrated by the machines to keep the humans as slaves. And that "The One" is a carefully designed program that isn't meant to defeat the machines at all, but keep them going.
And then they manage to weave Smith back into the narrative. He goes from being a cool bad robot to the one factor that throws a wrench into the whole system. He's more the good guy of the whole trilogy than Neo. The end would have never been possible without Smith.
Pretty cool, huh.