Empire is definitely first in my book. Although ANH is a close second, Ep. V really brought those characters to life. We now understood where they were coming from, what really motivated them, and some possible directions they could go in the future. Ep. IV could have been a stand-alone film. It had a beginning, middle, and end. With Ep. V it really felt like Lucas & co. were building up an expansive, cohesive, and ongoing sci-fi universe...
...A universe in which the Empire showed they could still kick the crap out of the Rebellion in a stand-up fight.