I love those three as well. LOTR wins though.
The one that stands out is LOTR. The trilogy was like an art piece. The fantasy atmosphere, the scenery, (the ELVES!), the music, the dialogue (accents and poetry), and the story itself! It just took you to a different world! It's the one out of the three I could watch a million times and not get sick of.
And I think, although it missed a lot of details, it was pretty accurate to the books - when you compare other books and movies.
Although I liked Inception a lot; it's story, meanings, good ending, the soundtrack, acting, etc, I feel it doesn't 'pop out' like LOTR. Maybe because it was exploring ideas (dreams, symbols), not really showing a whole different, imaginary world. Who knows, I can't really explain, but it's much 'flatter' than LOTR.
I feel the same way about the Dark Knight as I do about Inception. The dialogue in that movie was really great; and the pace. I also really loved the dark atmosphere. But it still doesn't 'pop out' like LOTR. I guess maybe it's because your stuck in the tiny city of Gotham, into the world of crime and vigilantes. Maybe it's because it lacks the 'fantasy' in LOTR. In a sense, it's more realistic. xD
Don't really know if that explains it >.> ' maybe it's because I just like that [LOTR] fantasy style better.